Random walk

Japanese

ランダムウォーク

Last reviewed

September 24, 2026

This is a draft, shown for review before publication.

A random walk is a stochastic process whose value moves at fixed intervals by an amount determined independently of its past moves. In a symmetric random walk, which moves +1 or −1 with equal probability at each step, the mean after n steps is 0 and the variance is n.