Profile PictureJonathan Kinlay
$15

1.4 MOMENTS OF A RANDOM WALK

Add to cart

1.4 MOMENTS OF A RANDOM WALK

$15

Derives the mean, variance and higher moments of a random walk process, with and without drift. Introduces the concept of the signal-noise ratio and how it evolves through time.

Add to cart
Watch link provided after purchase

Video discussing the moments of the random walk process.

Size
100 MB
Duration
6:21
Resolution
1080p
Copy product URL
30-day money back guarantee