Abstract
Many random phenomena are made up by a set or by a succession of independent trials and therefore described by independent random variables. One example is the random walk, which serves as a model for several random phenomena. At regular intervals of time, a walker takes a step forward or backward at random and independent of the previous steps. There are two basic theorems concerning the behavior of a sequence of independent random variables, valid when the number of them is very large: the law of large numbers and the central limit theorem.
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© 2015 Springer International Publishing Switzerland
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Tomé, T., de Oliveira, M.J. (2015). Sequence of Independent Variables. In: Stochastic Dynamics and Irreversibility. Graduate Texts in Physics. Springer, Cham. https://doi.org/10.1007/978-3-319-11770-6_2
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DOI: https://doi.org/10.1007/978-3-319-11770-6_2
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Publisher Name: Springer, Cham
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Online ISBN: 978-3-319-11770-6
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