Random Walk From Physics to Wall Street：从物理到华尔街的随机游走_精品.pdf

From Random Numbers to From Random Numbers to Monte Carlo Monte Carlo Random Numbers, Random Walks, Diffusion, Random Numbers, Random Walks, Diffusion, Monte Carlo integration, and all that … Monte Carlo integration, and all that … Random Walk Through Life Random Walk Through Life •If you flip the coin 25 times you will probably be about five steps away from where you started. This is because five times five equals 25. A random walk is not a very fast way to get anywhere When you try this, you will notice that sometimes you go much farther than you expect and sometimes you end up very close to where you started. But if you repeat it many times or get several of your friends to do it with you with coins of their own, the average distance should come out as expected. In science we can often predict what will happen on the average even when the pro