---
tag: 04VZE3FZXF
kind: concept
name: Random walk
msc: [60G50]
sources:
  - url: https://en.wikipedia.org/wiki/Random_walk
    locator: lead section
same_as:
  wikidata: Q856741
  wikipedia: Random walk
---

## Summary

A random walk is a stochastic process whose position is a sum of independent random steps. The simple random walk on the integers moves one step up or down at each time.
The node [[random walk|0C08YMV95H]] gives the precise definition.