Curiosities · Foundation · 5 min

Random walks

A random path can wander even when its expected displacement is zero.

WHAT HAPPENS IF…For n=20 and p=0.75, what are mean and variance?
Interactive exploration
Loading the mathematical model…

Connect the picture to the ideaE(Sn)=n(2p−1),Var⁡(Sn)=4np(1−p)E(S_n)=n(2p-1),\qquad\operatorname{Var}(S_n)=4np(1-p)

Each independent ±1 step has mean 2p−1 and variance 4p(1−p). Means and independent variances add over n steps. For a fair walk, expected displacement is zero but standard deviation is √n. Resetting the same seed and controls reproduces the same sample.

A detail that matters

One trajectory need not stay near its expectation.

Keep the connection going

One idea leads to another.

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