RandomWalkProcess

RandomWalkProcess[p]
represents a random walk on a line with the probability of a positive unit step p and the probability of a negative unit step 1-p.

RandomWalkProcess[p,q]
represents a random walk with the probability of a positive unit step p, the probability of a negative unit step q, and the probability of a zero step .

DetailsDetails

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

Simulate a one-dimensional random walk:

In[1]:=
Click for copyable input
Out[1]=
In[2]:=
Click for copyable input
Out[2]=

For a three-step random walk:

In[3]:=
Click for copyable input
Out[3]=

Mean and variance functions:

In[1]:=
Click for copyable input
Out[1]=
In[2]:=
Click for copyable input
Out[2]=

For a three-step random walk:

In[3]:=
Click for copyable input
Out[3]=
In[4]:=
Click for copyable input
Out[4]=

Covariance function:

In[1]:=
Click for copyable input
Out[1]=
In[2]:=
Click for copyable input
Out[2]=

For a three-step random walk:

In[3]:=
Click for copyable input
Out[3]=
In[4]:=
Click for copyable input
Out[4]=
Introduced in 2012
(9.0)