Question: Random walk inside squares. Draw a square centered at (0, 0) with sides of length 2 parallel to the axes, so the corners are at (+1, +1). Let (X1, Y1) be picked uniformly at random from the area inside this square. Given (X1, Y1) draw a square centered at (X1, Y1), with sides of length 2 parallel to the axes, so the corners are at (X1 +1, X2 +1). Let (X2, Y2), be picked uniformly at random from the are inside this square, and so on: Given (X1, Y1), . . ..(Xn, Yn) let (Xn+1, Yn+1) be picked uniformly at random from the area inside the square with comers at (Xn + 1, Yn + 1). For n = 300, use a normal approximation to find the following probabilities:
a) P(|Xn| > 10):
b) P(|Yn| > 10).
c) The probability that (Xn, Yn) lies outside the square with corners at (+10, +10).
d) The probability that (Xn, Yn) lies outside the circle of radius 10 centered at (0, 0).