Recent content by humenghu
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Graduate Can someone help me find the moment generating function of a random walk?
Now I see what you mean. Thanks a lot! Did you magically predict the first two moments just by looking at the evolution rules? or did you actually write down the terms like I did, any additional tips on this ?- humenghu
- Post #5
- Forum: Set Theory, Logic, Probability, Statistics
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Graduate Can someone help me find the moment generating function of a random walk?
Thanks for the hint. Yeah the E(W_{n})=K^{n}W_{0}+K^{n-1}L+K^{n-2}L+...+KL+L Where K=p-C(1-p)E(f), L=C(1-p)E(f). However I found that the E(Wt^{2}) is a little bit hard to show since the terms grow somehow fast with n. I could write down: E(W_{n}^{2})=A^{n-1}M+ A^{n-2}[BE(W_{1})+C]+...- humenghu
- Post #3
- Forum: Set Theory, Logic, Probability, Statistics
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Graduate Can someone help me find the moment generating function of a random walk?
Hi, can someone who is familiar with the analysis of random walks (statistical mechanics, condensed matter physics etc.) help me on solving a particular problem? We define the following random walk, the random variable w(t) is evolved as w(t+1)=w(t), with probability of...- humenghu
- Thread
- Moments Random Random walk
- Replies: 6
- Forum: Set Theory, Logic, Probability, Statistics