A random walk is the result of summing a series of independent data items, often 1/-1 values, or a Normal distribution with mean zero. It is sometimes also called a drunkard's walk as it effiectively meanders randomly.
Used in Chap. 4: page 57
A random walk is the result of summing a series of independent data items, often 1/-1 values, or a Normal distribution with mean zero. It is sometimes also called a drunkard's walk as it effiectively meanders randomly.
Used in Chap. 4: page 57