Central Limit Theorem, Random Walk, Brownian Motion
Central Limit Theorem, Random Walk, Brownian Motion
Central Limit Theorem, Random Walk, Brownian Motion
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Averages can be misleading:CLT and<strong>Random</strong><strong>Walk</strong>JeffreySchenkerA GameWorking onthe ProblemInterlude:Gambler’sRuinCLTRand. <strong>Walk</strong><strong>Brownian</strong><strong>Motion</strong>Consider the average wealth of a person in thisroom.What happens to the average wealth if Bill Gateswalks through the door?How do we tell if the average is misleading?Will the game end after around 100 plays?
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