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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Drunkards <strong>Walk</strong>CLT and<strong>Random</strong><strong>Walk</strong>JeffreySchenkerA GameWorking onthe ProblemInterlude:Gambler’sRuinCLTRand. <strong>Walk</strong><strong>Brownian</strong><strong>Motion</strong>Think of W n as the position of a “random walker”on a line at time n.The walker moves randomly at each step eitherforwards or backwards.What does the walker’s path look like?✞✝Click here☎✆