mathematics, a random walk, sometimes known as a drunkard's walk, is a stochastic process that describes a path that consists of a succession of random steps on...
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The random walk hypothesis is a financial theory stating that stock market prices evolve according to a random walk (so price changes are random) and thus...
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A Random Walk Down Wall Street, written by Burton Gordon Malkiel, a Princeton University economist, is a book on the subject of stock markets which popularized...
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In mathematics, loop-erased random walk is a model for a random simple path with important applications in combinatorics, physics and quantum field theory...
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Random Walk is a 1988 novel by Lawrence Block. It was first published by Tor Books. One day, Guthrie Wagner hears a voice telling him to abandon his life...
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Stochastic process (redirect from Random function)
various categories, which include random walks, martingales, Markov processes, Lévy processes, Gaussian processes, random fields, renewal processes, and...
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Lévy flight (redirect from Lévy random walk)
is a random walk in which the step-lengths have a stable distribution, a probability distribution that is heavy-tailed. When defined as a walk in a space...
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Markov chain Monte Carlo (redirect from Random walk Monte Carlo)
higher probabilities. Random walk Monte Carlo methods are a kind of random simulation or Monte Carlo method. However, whereas the random samples of the integrand...
29 KB (3,126 words) - 05:23, 19 December 2024
a random walk, the self-avoiding walk. The simplest possible polymer model is presented by the ideal chain, corresponding to a simple random walk. Experimental...
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Subsurface scattering (section Random walk SSS)
scatter the light path further, hence the name "random walk". Isotropic scattering is simulated by picking random directions evenly along a sphere. Anisotropic...
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Brownian noise (redirect from Random walk noise)
signal noise produced by Brownian motion, hence its alternative name of random walk noise. The term "Brown noise" does not come from the color, but after...
9 KB (1,054 words) - 23:33, 9 November 2024
Quantum walks are quantum analogs of classical random walks. In contrast to the classical random walk, where the walker occupies definite states and the...
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Coupling (probability) (section Random walk)
a simple random walk in two dimensions, but they start from different points. The simplest way to couple them is simply to force them to walk together...
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theory Quantum mechanics Random walk Statistical mechanics Statistics In the 19th century, scientists used the idea of random motions of molecules in the...
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Brownian motion (redirect from Random motion)
stochastic processes which converge (in the limit) to Brownian motion (see random walk and Donsker's theorem). The Roman philosopher-poet Lucretius' scientific...
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hand) of the game is not independent of the past states. Consider a random walk on the number line where, at each step, the position (call it x) may...
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generally, or random movements around the value that reflects the existing information set. Burton Malkiel, in his influential 1973 work A Random Walk Down Wall...
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Technical analysis (section Random walk hypothesis)
the random walk hypothesis. The random walk index (RWI) is a technical indicator that attempts to determine if a stock's price movement is random in nature...
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either of indegree and outdegree can be used for normalization: The left (random-walk) normalized Laplacian matrix is defined as: L rw := D + L = I − D + A...
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one corner Drunkard's walk, a type of random walk in which termination conditions lead to a biased ending state The Drunkard's Walk, a 2008 popular science...
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z=\exp(-2K)} and x {\displaystyle x} is as before. The probability that a random walk on a Bethe lattice of degree z {\displaystyle z} starting at a given...
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the segments of each such chain in an ensemble as performing a random walk (or "random flight") in three dimensions, limited only by the constraint that...
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In network science, a biased random walk on a graph is a time path process in which an evolving variable jumps from its current state to one of various...
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The random walk model of consumption was introduced by economist Robert Hall. This model uses the Euler numerical method to model consumption. He created...
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Random walk closeness centrality is a measure of centrality in a network, which describes the average speed with which randomly walking processes reach...
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The persistent random walk is a modification of the random walk model. A population of particles are distributed on a line, with constant speed c 0 {\displaystyle...
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Stock market crash (section Random walk theory)
instead of following a strict random walk, stock price variations executed a Lévy flight. A Lévy flight is a random walk that is occasionally disrupted...
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Diffusion (section Random walk (random motion))
A distinguishing feature of diffusion is that it depends on particle random walk, and results in mixing or mass transport without requiring directed bulk...
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Chemotaxis (redirect from Biased random walk (biochemistry))
swimming in a uniform environment will form a random walk with relatively straight swims interrupted by random tumbles that reorient the bacterium. Bacteria...
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higher dimensions, the SAW is believed to behave much like the ordinary random walk. SAWs and SAPs play a central role in the modeling of the topological...
12 KB (1,490 words) - 21:42, 30 November 2024