Lecture 16: Simple Random Walk - California Institute of ...
Random Number, Ri, must be independently drawn from a uniform distribution with pdf: f ( x ) 1 , 0 ≤ x ≤ 1 = 0 , otherwise 1 2 1 ) R ( E xdx = x = 1 0 2 2 0 Figure: pdf for random numbers 3 Generation of Pseudo-Random Numbers “Pseudo”, because generating numbers using a known method removes the potential for true randomness. ................
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