Consider a particle, which can start at x = 0 and move a distance Ax in...
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Consider a particle, which can start at x = 0 and move a distance Ax in either direction along the x-axis in a time At. If each displacement Xi takes one of the two possibilities (+4x, each with 1-Ax' equal probability, and that the X, are stochastically independent, 1. What is the net displacement after n steps, i.e., after time n At? 2. What is the mean displacement? 3. What is the variance for each X₁? 4. Prove that the variance of the net displacement is (X²)_ (4x)²₁ L At Consider a particle, which can start at x = 0 and move a distance Ax in either direction along the x-axis in a time At. If each displacement Xi takes one of the two possibilities (+4x, each with 1-Ax' equal probability, and that the X, are stochastically independent, 1. What is the net displacement after n steps, i.e., after time n At? 2. What is the mean displacement? 3. What is the variance for each X₁? 4. Prove that the variance of the net displacement is (X²)_ (4x)²₁ L At
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Related Book For
Managerial accounting
ISBN: 978-0471467854
1st edition
Authors: ramji balakrishnan, k. s i varamakrishnan, Geoffrey b. sprin
Posted Date:
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