Random Walk with Drift
Simple explanation
http://cmapskm.ihmc.us/rid=1052458884462_996058812_7176/randomwalk.pdf
This one page paper shows how to use an error term to pick the next value in a random walk. It does not show how to measure that error.
Extensive Book
This PDF is an extensive overview on the random walk.
Random Walk: A Modern Introduction http://www.math.uchicago.edu/~lawler/srwbook.pdf
















