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A random walk naturally leads to the emergence of the normal distribution when many steps are taken. In a simple random walk, each step is independent and has a small random change, such as moving one unit to the left or right with equal probability. After a large number of steps, the final position of the walker depends on the cumulative effect of all these random movements. While each individual step is unpredictable, the overall distribution of possible final positions begins to form a smooth
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