Profile PictureJonathan Kinlay

1.4 MOMENTS OF A RANDOM WALK

$15
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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.

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Video discussing the moments of the random walk process.

Size
100 MB
Duration
6:21
Resolution
1080p
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$15

1.4 MOMENTS OF A RANDOM WALK

0 ratings
Add to cart