Abstract
After a historical introduction this chapter employs the explicit solution of the random walk on a one-dimensional lattice to introduce basic notions of the theory of stochastic processes to make the reader familiar with the kind of questions addressed in this area and the concepts applied for their solution. The Gaussian and the Poisson distribution are introduced as limits of the Binomial distribution.
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Paul, W., Baschnagel, J. (2013). A First Glimpse of Stochastic Processes. In: Stochastic Processes. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-00327-6_1
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DOI: https://doi.org/10.1007/978-3-319-00327-6_1
Publisher Name: Springer, Heidelberg
Print ISBN: 978-3-319-00326-9
Online ISBN: 978-3-319-00327-6
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