Answer to Question #88895 in Mechanics | Relativity for Faizan

Question

General calculation of mean of random walk

Answer 1

An elementary example of a random walk is the random walk on the integer number line, which starts at 0 and at each step moves +1 or −1 with equal probability.

 In the simplest context the walk is in discrete time, that is a sequence of random variables (X_t) = (X₁, X₂, ...) indexed by the natural numbers. However, it is also possible to define random walks which take their steps at random times, and in that case, the position X_t has to be defined for all times t ∈ [0,+∞).