Best illustration of the statistical maxim of the law of large numbers: a) things tend to the expectation value; b) convergence of a process goes as the square root of the number of steps (data items).

Very important > Statistical precision only increases as the square root of N.

http://www.rpi.edu/dept/materials/MEG/Java_Modules_files/RandomWalk/RandomWalkApplet.html

Week 3