Random Walk Process Visualization

📈 Random Walk with Drift Visualization

y_t = μ + y_t-1 + u_t

Starting Value (y₀):

0.0

Drift (μ):

0.00

Noise Std Dev (σ):

1.0

Properties

Status

Non-stationary

Drift

μ per period

Mean(t)

y₀ + μt

Variance

t × σ²