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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

7 votes
5 answers
7k views

Two-dimensional random walk

Suppose we have a particle in the plane at the origin $(0,0)$. It moves randomly on the integer lattice $Z^2$ to any of the adjacent vertexs with equal probability $1/4$. What's the probability of rea …
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