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importantSYS.SOURCE: gregorygundersen.com• 2026-10-06T11:11:34Z

Mathematical Derivation of Brownian Motion from Random Walks

#probability theory#random walk#normal distribution

The article derives the marginal distribution of Brownian motion from a discrete-time random walk model, demonstrating its connection to the normal distribution. It provides historical context, mathematical formalization, and applications in modeling random processes.

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