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Lecture 2 : Random Walks 1 , Reflection and Reversal
| Content Provider | Semantic Scholar |
|---|---|
| Abstract | We recall that a random walk is defined by a sequence of i.i.d elements X 1 , X 2 , .. of Z. S 0 is the initial position (which is the origin unless explicitly stated). The position S t after t steps is S 0 + t i=1 X i. We now show that these walks are homogeneous, and that they are memo-ryless (i.e. they have the Markov property). |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://cgm.cs.mcgill.ca/~breed/MATH671/lecture2corrected.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
