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BUILT-IN MATHEMATICA SYMBOL
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 
.
Details
- 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, x
BinomialDistribution[t, p]]. - RandomWalkProcess allows p and q to be real numbers between 0 and 1 such that
. - RandomWalkProcess can be used with such functions as Mean, PDF, Probability, and RandomFunction.
New in 9
