13.07.2015 Views

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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BrownCLT and<strong>Random</strong><strong>Walk</strong>JeffreySchenkerA GameWorking onthe ProblemInterlude:Gambler’sRuinCLTRand. <strong>Walk</strong><strong>Brownian</strong><strong>Motion</strong>Studied the “swarming motion”of micrscopic particles of pollen(1828)“..at first was disposed to believethat the minute sphericalparticles were in realityelementary units of organicbodies.”Tested this idea and came to theconclusion that the motion wasphysical not biological.

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