Department of Mathematics
Title : A random Random Walk walk
| Speaker: Mark Holmes Affiliation: Statistics, University of Auckland Time: 2:00 pm Thursday, 21 July, 2011 Location: 303S-279 |
Abstract
| A simple (symmetric) random walk is the basic model used to describe random movement in discrete time and space. It is a sum of independent and identically distributed increments, and therefore obeys the two fundamental convergence laws in probability, the "law of large numbers" and the "central limit theorem". In 1 dimension the model is recurrent, which is equivalent to saying that a gambler repeatedly playing a fair game will eventually become bankrupt. We will begin with a discussion of simple random walks in all dimensions, and will make our way towards much more complicated random walk models, where the increments need not be independent or identically distributed. |
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Programmes and Centres
- New Zealand Institute of Mathematics and its Applications (NZIMA)
- Community for Understanding and Learning in the Mathematical Sciences (CULMS)
- Centre for Mathematical Social Science (CMSS)
- Department of Computer Science
- Department of Engineering Science
- Department of Physics
- Department of Statistics
- Auckland Bioengineering Institute
