Random Walk Converges

Some articles on random walk, walk:

Lattice Random Walk - Relation To Wiener Process
... A Wiener process is the scaling limit of random walk in dimension 1 ... This means that if you take a random walk with very small steps you get an approximation to a Wiener process (and, less accurately, to Brownian motion) ... To be more precise, if the step size is ε, one needs to take a walk of length L/ε2 to approximate a Wiener process walk of length L ...

Famous quotes containing the words random and/or walk:

    “Assemble, first, all casual bits and scraps
    That may shake down into a world perhaps;
    People this world, by chance created so,
    With random persons whom you do not know—”
    —Robert Graves (1895–1985)

    “Morality is always the product of terror; its chains and strait-waistcoats are fashioned by those who dare not trust others, because they dare not trust themselves, to walk in liberty.”
    —Aldous Huxley (1894–1963)