I think I got stuck with this question:
$\{a_i\}, i=1,2,\cdots$ $i.i.d.$ to Binary $(\pm 1, p=1/2)$
and I would like to know how to calculate the de distribution of $S_n$
where $S_n = \sum^{n}_{i=1} i \cdot a_i$
To be frank, I have no idea where I should start this question.
I think numerically, as everybody in physics departement, I would try to simulate with a Gaussian distribution. But I doubt if this is correct.....