In this chapter we consider our second important example ofRandomwalk discrete-time stochastic process, which is a random walk allowed to evolve over the set \({\mathord {\mathbb Z}}\) of signed integers without any boundary restriction.

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Random Walks

  • Nicolas Privault

摘要

In this chapter we consider our second important example ofRandomwalk discrete-time stochastic process, which is a random walk allowed to evolve over the set \({\mathord {\mathbb Z}}\) of signed integers without any boundary restriction.