Cosmin is located at the origin of an -plane. Every minute, he will move up, down, left, or right by one unit. What is the probability that he will ever return to the origin?
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He will, almost surely, return to the origin. (I encourage someone to post a rigorous proof of this!)
What's extremely interesting is that for 3 or more dimensions, the probability is < 1 . For example, in 3 dimensions, the probability is ≈ 3 4 % . See here for more details.
Can anyone make an intuitive argument for why the probability would be 1 in one or two dimensions, but then become < 1 in higher dimensions?