RANDOM WALK

stochastic process based on the problem of determining the probable location of a point subject to random motions, given the probabilities (the same at each step) of moving some distance in some direction. A typical example is the drunkard's walk, in which a point beginning at the origin of the Euclidean plane moves a distance of one unit for each unit of time, the direction of motion, however, being random at each step. The problem is to find, after some fixed time, the probability distribution of the distance of the point from the origin.