Simple Random Walk

  • Gregory F. Lawler
Chapter
Part of the Modern Birkhäuser Classics book series (MBC)

Abstract

Let X 1, X 2,... be independent, identically distributed random variables defined on a probability space \((\Omega, \mathcal{F},P)\) taking values in the integer lattice Z d with \(\begin{array}{ll}P\{X_j = e\} = \frac{1}{2d},|e|=1.\end{array}\).

Keywords

Filtration Covariance 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Gregory F. Lawler
    • 1
  1. 1.Department of MathematicsUniversity of ChicagoChicagoUSA

Personalised recommendations