Abstract
Consider the stochastic process which is the path of a particle which moves along an axis with steps of one unit at time intervals also of one unit. Suppose that the probability is p of any step being taken to the right, and is q = 1 - p of being to the left. Suppose also that each step is taken independently of every other step. Then this process is called the unrestricted random walk. If the particle is in position 0 at time 0, determine the probability that it will be in position k after n steps.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1974 George Allen & Unwin Ltd
About this chapter
Cite this chapter
Coleman, R. (1974). The Random Walk. In: Stochastic Processes. Problem Solvers, vol 14. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-9796-3_3
Download citation
DOI: https://doi.org/10.1007/978-94-010-9796-3_3
Publisher Name: Springer, Dordrecht
Print ISBN: 978-0-04-519017-1
Online ISBN: 978-94-010-9796-3
eBook Packages: Springer Book Archive