By Kardi Teknomo, PhD.

stochastic process

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Random walk is a process, a model or a rule to generate path sequence of random motion.  Why do we study Random Walk? Study of random walk is interesting because many natural phenomena can be modeled as random walk. Random walk has been widely applied in theoretical physics and investment theory of stock market, and used to generate fractal image and so on. In this Random Walk part of Stochastic Process tutorial, you will learn about creating random walk in Excel and how to use Random Walk for time series prediction.

Random Walk Contents

What is Random Walk?
Random Walk from Normal Distribution
Simulation of Random Walk in Microsoft Excel
How to forecast using Random Walk?
How to know the probability distribution of a random walk?
Wiener Process

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These tutorial is copyrighted .

Preferable reference for this tutorial is

Teknomo, Kardi. (2017) Stochastic Process Tutorial .
http://people.revoledu.com/kardi/tutorial/StochasticProcess/

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