Abstract
Consider a person walking in the integers according to the following rule: start at time n = 0 at s(0) = 0, ±1, ± 2 , . . . and flip a true coin; if tails comes up, step at time n = 1 to s(1) = s(0) - 1; if heads comes up, step to s(l) = s(0) + l. Coming, thus, at time n - 1 to s(n - 1), flip the coin; if tails comes up, step at time n to s(n) = s(n - 1) - 1, if heads comes up, step to s(n)= s(n - 1) + 4; etc.
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© 1996 Springer-Verlag Berlin Hiedelberg
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Itô, K., McKean, H.P. (1996). The standard Brownian motion. In: Diffusion Processes and their Sample Paths. Classics in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-62025-6_2
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DOI: https://doi.org/10.1007/978-3-642-62025-6_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-60629-1
Online ISBN: 978-3-642-62025-6
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