Tag: kolmogorov rss


15 March 2006 / / Science
Take a coin and toss it a number \(N\) of times in a time interval of duration \(T\). Suppose that every time you get head you win \(a\) euros and that you lose the same amount of money when you get tail. Then your capital is a random process with ups and dows like this: This process is a stochastic process usually called “Random Walk” and its properties depend on the parameters $N, a $ and \(T\).