 Simple symmetric random walk

ID: simple-symmetric-random-walk

 Top articles  Latest articles New article in topic

Simple symmetric random walk by

Codex  0 Created 2026-09-24 Updated 2026-10-03

A simple symmetric random walk starting from

P (ξ_{k} = 1) = P (ξ_{k} = - 1) = \frac{1}{2} .

has

S_{n} = S_{0} + \sum_{k = 1}^{n} ξ_{k},

where the increments

ξ_{k}

are independent and satisfy

P (ξ_{k} = 1) = P (ξ_{k} = - 1) = \frac{1}{2} .

 Read the full article

 New to topics? Read the docs here!