[0.48; 1.48) leading to p -.4.1 1.47 according to (17) and be uniformly taken in the interval [0; II. Notice the intermittent large excursions. 2. The Random Walk Analogy In the x1 = log tut and i f = log At variables, expression (1) reads Xf+1 = Xi + (5) and describes a random walk with a drift (I) < 0 to the left