For a non-Markovian random walk, each step can go up or down. And for the $n-th$ step, its step size $s(n)$ may depend on the path of walk, and the probability for going up or down may also depend on the path of walk.

Q: Assume that the distribution of this random walk approach a given distribution, how can we use NN to find such a random walk which can generate such expected distribution ?



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