Considering P(X,N) be the probability of finding a 1 dimensional random walk after N steps at position X. What is the probability distribution of $$<X_N^2>$$ where $X_N$ is the position of the Random Walk after N steps and $<>$ is the mean value with respect to the conventional distribution which is binomial in Random Walk case.

now i tried a bit and i would like to prove that the distribution is something like a gaussian (normal) but I dont know how to do that.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.