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Random walk

In mathematics, a random walk is a stochastic process that describes a path that consists of a succession of random steps on some mathematical space.

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Overview

Lattice random walk

Gaussian random walk

Applications

Variants

Bibliography

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Map overview Semantic statistics

Random walk

Nodes157
Edges156
Triples161
Avg. degree1.99
Density0.012739
Components1

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Random walk

Top relations

related to Bibliography · 63
Random walk → Aldous, America, An Introduction, Analysis, Applications, Applied Mathematical Sciences, Archived, Aspects, Aufgabe, Barry, Cambridge, Cambridge University Press, Carus Mathematical Monographs, David, Doyle, Electric Networks, February, Feller, Fill, Graphs
has application · 12
Random walk → As, Continuum, CVD, Empirical, However, In, It, PageRank, Random, This, Various, Web
related to Relation to Wiener process · 9
Random walk → As, Brownian, Formally, L/ε2, Similarly, Sometimes, This, To, Wiener
related to On graphs · 8
Random walk → Building, In, It, Then, This, Thus, When, Will
see also · 8
Random walk → Branching, Feature, Mathematical, Model, Random, Sequence, Stochastic, Type
related to External links · 7
Random walk → August, Conductance Models Using Maximal, Demonstrations Project, Entropy Random Walks Wolfram, Java Applet Archived, Pólya's Random Walk ConstantsRandom, Wayback MachineQuantum
related to One-dimensional random walk · 7
Random walk → After, An, If, See, There, This, With
related to Variants · 7
Random walk → Brownian, It, Lévy, Random, Riemannian, Specific, The
related to Higher dimensions · 6
Random walk → At, Formally, In, On, The, To
is a · 5
Random walk → collection of points visited, discrete fractal, martingale, random walk on the integer number line, stochastic process that describes a path that consists of a succession of random steps on some mathematical space.An elementary example of a random walk is one on the integer nu…

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Important terminology

random walk displaystyle walks number one probability steps process model wiener graph step two used distribution simple point mathbb dimensions

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Random walkis astochastic process that describes a path that consists of a succession of random steps on some mathematical space.An elementary example of a random walk is one on the integer nu…0.90text
Random walkis arandom walk on the integer number line0.90text
Random walkis amartingale0.90text
Random walkis acollection of points visited0.90text
Random walkis adiscrete fractal0.90text
financial markets.Hereinstance ofis used as a model for real-world time-series data0.80text
the step size is given by the inverse cumulative normal distribution Φinstance ofis used as a model for real-world time-series data0.80text
the random movement of molecules in liquidsinstance ofrandom walks are used as simplified models of physical Brownian motion and diffusion0.80text
gasesinstance ofrandom walks are used as simplified models of physical Brownian motion and diffusion0.80text
Brownian motion.On graphsA random walk of length k on a possibly infinite graph G with a root 0 is a stochastic process with random variables X 1instance ofSpecific cases or limits of random walks include the Lévy flight and diffusion models0.80text
X 2instance ofSpecific cases or limits of random walks include the Lévy flight and diffusion models0.80text
Sobolevinstance offunctional inequalities0.80text

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