Consider the continuous random walk described by the recurrence relation In+1 = In +rn, To=0, n = 0, 1, 2,.... where x,

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Consider The Continuous Random Walk Described By The Recurrence Relation In 1 In Rn To 0 N 0 1 2 Where X 1 (39.51 KiB) Viewed 40 times

Consider the continuous random walk described by the recurrence relation In+1 = In +rn, To=0, n = 0, 1, 2,.... where x, is the position of the walker at step n and r are independent continuous random variables with the same probability density function as the random variable r which is given by A p(r) = for 1≤r≤ 2, otherwise, Where A is a constant Show that (rn²m) = (1+38nm), where om is the Kronecker delta.