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The General Random Walk

  • Sidney I. Resnick

Abstract

WHAT IS this mathematical model called a random walk? Let {X n, n ≥ 1} be iid real valued random variables. Define S0 = 0, and for n ≥ 1 define S n = X 1 + … + X n. Then {S n , n ≥ 0} is a random walk. The random variables {X i } are called the steps of the random walk, and the distribution F(x) = P{X1x} is called the step distribution.

Keywords

Random Walk Renewal Process Busy Period Dual Pair Step Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2002

Authors and Affiliations

  • Sidney I. Resnick
    • 1
  1. 1.School of Operations Research and Industrial EngineeringCornell UniversityIthacaUSA

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