LEISURE RANDOM WALK

A random walk in n-dimensional lattice, Z^n is a step by step walk with direction taken at random walk independently. In one dimension the direction are left and right, in two dimension we have left, right, up and down directions, and so on. <br /> <br /> <br /> <br /> A s...

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Main Author: Latif, Burhanuddin
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/21471
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Institution: Institut Teknologi Bandung
Language: Indonesia
id id-itb.:21471
spelling id-itb.:214712017-09-27T14:41:49ZLEISURE RANDOM WALK Latif, Burhanuddin Indonesia Theses INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/21471 A random walk in n-dimensional lattice, Z^n is a step by step walk with direction taken at random walk independently. In one dimension the direction are left and right, in two dimension we have left, right, up and down directions, and so on. <br /> <br /> <br /> <br /> A standard symetric random walk in one dimension, technically is a sequence of random variable X_i (i=1,2,&#8943;) with value ±1, each with probability 1/2. A leisure random walk in one dimension is a three valued sequence of random variable X_i= -1,0,+1, each with probability 1/3. The addition of 0 can be interpreted as the option of not stepping (stopping). <br /> <br /> <br /> <br /> For a simple random walk the typical position of a random walker after n-steps is &#8730;n. For a leisure random walk the typical distance is &#8730;(2/3 n). Similar to simple random walk, leisure random walk can be used for representing a solution of boundary value problem. By scaling limit, leisure random walk will convergent to leisure Brownian motion with normal distribution N(0,2/3 t). <br /> text
institution Institut Teknologi Bandung
building Institut Teknologi Bandung Library
continent Asia
country Indonesia
Indonesia
content_provider Institut Teknologi Bandung
collection Digital ITB
language Indonesia
description A random walk in n-dimensional lattice, Z^n is a step by step walk with direction taken at random walk independently. In one dimension the direction are left and right, in two dimension we have left, right, up and down directions, and so on. <br /> <br /> <br /> <br /> A standard symetric random walk in one dimension, technically is a sequence of random variable X_i (i=1,2,&#8943;) with value ±1, each with probability 1/2. A leisure random walk in one dimension is a three valued sequence of random variable X_i= -1,0,+1, each with probability 1/3. The addition of 0 can be interpreted as the option of not stepping (stopping). <br /> <br /> <br /> <br /> For a simple random walk the typical position of a random walker after n-steps is &#8730;n. For a leisure random walk the typical distance is &#8730;(2/3 n). Similar to simple random walk, leisure random walk can be used for representing a solution of boundary value problem. By scaling limit, leisure random walk will convergent to leisure Brownian motion with normal distribution N(0,2/3 t). <br />
format Theses
author Latif, Burhanuddin
spellingShingle Latif, Burhanuddin
LEISURE RANDOM WALK
author_facet Latif, Burhanuddin
author_sort Latif, Burhanuddin
title LEISURE RANDOM WALK
title_short LEISURE RANDOM WALK
title_full LEISURE RANDOM WALK
title_fullStr LEISURE RANDOM WALK
title_full_unstemmed LEISURE RANDOM WALK
title_sort leisure random walk
url https://digilib.itb.ac.id/gdl/view/21471
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