Category Archives: Random Walk

The Central Limit Theorem and Random Walks

Posted on July 9, 2010 by

This post will deal mainly with the random variable , which was briefly discussed previously. At the end a proof of the Central Limit Theorem will be provided along with an application. Recall that if is an integer then we … Continue reading →

Posted in Central limit theorem, Distributions, Martingale, Random Walk | Leave a comment

Faster Random Walk

Posted on July 2, 2010 by

Sorry about the long delay between post. I was in Ithaca sorting out my housing situation for next year. Being a homeless first year graduate student doesn’t sound all that appealing, so I hope you understand We’ll be continuing our … Continue reading →

Posted in Markov Process, Martingale, Random Walk | Leave a comment

Unbalanced Walk

Posted on June 24, 2010 by

Previously I talked about random walks. However, in all but one of the examples I assumed that . Now I am going to redo them, but with out this assumption. In fact we will assume that . Problem 1: Let … Continue reading →

Posted in Expected value and Variance, Random Walk | Leave a comment

Random Walk

Posted on June 23, 2010 by

Suppose that a particle is sitting on the number line, and that its initial position is 0. Furthermore suppose that it can move to the right one unit with probability , and to the left one unit with probability . … Continue reading →

Posted in Expected value and Variance, Random Walk | Leave a comment