OurBigBook.comSite Source code

Simple random walk on the integer line

If the independent increments are

+ 1

with probability

p

and

- 1

with probability

q = 1 - p

, then

S_{n} = 2 B_{n} - n, B_{n} \sim Binomial (n, p) .

Thus

E S_{n} = n (p - q)

and

var (S_{n}) = 4 n pq

.

Table of contents 90 2
- Expected visits to the origin by a simple random walk Simple random walk on the integer line 27
- Simultaneous returns of independent simple random walks Simple random walk on the integer line 38

 Ancestors (7)

 Incoming links (3)