Abstract
By a random walk {Sn}n∈ℕ on ℝ we understand a stochastic process in discrete time for which S0 = 0, and for n ≥ 1,where X1, X2, … are i.i.d. ∼ F for some distribution F on ℝ.
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Bladt, M., & Nielsen, B. F. (2017). Random Walks. In Probability Theory and Stochastic Modelling (Vol. 81, pp. 361–386). Springer Nature. https://doi.org/10.1007/978-1-4939-7049-0_6
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