Izvorni znanstveni članak

A derivation of the mean absolute distance in one-dimensional random walk

Jurica Hižak ; Veleučilište u Varaždinu, Varaždin, Hrvatska
Robert Logožar orcid.org/0000-0003-3303-2271 ; Veleučilište u Varaždinu, Varaždin, Hrvatska

Sažetak

In this paper we argue on the use of the mean absolute deviation in 1D random walk as opposed to the commonly accepted standard deviation. It presents an in detail derivation of the closed-form formula for the 1D mean absolute distance, including the proof by induction. The limit for the infinite number of steps is included.

Ključne riječi

random walk; Brownian movement; mean absolute deviation; mean (expected) value of the absolute deviation (distance)

Hrčak ID:

85792

URI

https://hrcak.srce.hr/85792

Datum izdavanja:

1.7.2011.

Posjeta: 1.969 *