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 1-p-q.

Details

Examples

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Basic Examples  (3)

Simulate a one-dimensional random walk:

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For a three-step random walk:

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Mean and variance functions:

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For a three-step random walk:

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Covariance function:

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For a three-step random walk:

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Scope  (11)

Applications  (1)

Properties & Relations  (6)

Neat Examples  (2)

See Also

BernoulliProcess  BinomialProcess  TelegraphProcess  WienerProcess

Introduced in 2012
(9.0)