Let X(t) be the position at time t of a particle undergoing a simple symmetrical random walk in continuous time, i.e. the particle starts at the origin at time t = 0 and at times T 1, T 1 + T 2, … it undergoes jumps ξ 1, ξ 2, …, where the time intervals T 1, T 2, … between successive jumps are mutually independent random variables each following the exponential density e–t while the jumps, which are independent of the τi , are mutually independent random variables with the distribution . The process X(t) is clearly a Markov process whose state space is the set of all integers.