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.
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 1-p-q.
- RandomWalkProcess is also known as a lattice random walk.
- RandomWalkProcess is a discrete-time and discrete-state random process.
- RandomWalkProcess[p] value at time t follows TransformedDistribution[2 x-t,xBinomialDistribution[t,p]].
- RandomWalkProcess allows p and q to be real numbers between 0 and 1 such that p+q≤1.
- RandomWalkProcess can be used with such functions as Mean, PDF, Probability, and RandomFunction.