Fifth Homework Set Answers

9. (a) Each toss of a loaded coin is independent of previous tosses, so this cannot give either kind of fractional Brownian motion. On the other hand, the bug can execute longer runs in one direction than would be expected with Brownian motion. This looks most like a Levy flight.
(b) This bug has a higher probability of moving in whatever direction it has jsut moved, than in the opposite direction. This is persistent fractional Brownian motion.

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