It was apparently Karl Pearson who introduced the term random walk (German: Irrfahrt, French: promenade au hazard), when he asked the readers of the journal Nature in 1905 the following question: “Can any of your readers refer me to a work wherein I should find a solution of the following problem, or failing the knowledge of any existing solution provide me with an original one?

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Introduction

  • Norbert Henze

摘要

It was apparently Karl Pearson who introduced the term random walk (German: Irrfahrt, French: promenade au hazard), when he asked the readers of the journal Nature in 1905 the following question: “Can any of your readers refer me to a work wherein I should find a solution of the following problem, or failing the knowledge of any existing solution provide me with an original one?