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A Derivation of the Mean Absolute Distance in One-Dimensional Random Walk (CROSBI ID 209452)
Prilog u časopisu | izvorni znanstveni rad
Hižak, Jurica ; Logožar, Robert
A Derivation of the Mean Absolute Distance in One-Dimensional Random Walk // Tehnički glasnik, 5 (2011), 1; 10-16
Podaci o odgovornosti
Hižak, Jurica ; Logožar, Robert
engleski
A Derivation of the Mean Absolute Distance in One-Dimensional Random Walk
In this paper we argue on the use of the mean absolute deviation in 1D random walk as opposed to the commonly accepted standard deviation. It presents an in detail derivation of the closed-form formula for the 1D mean absolute distance, including the proof by induction. The limit for the infinite number of steps is included.
random walk; Brownian movement; mean absolute deviation; mean (expected) value of the absolute deviation (distance)
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Podaci o izdanju
Povezanost rada
Fizika, Matematika
Poveznice