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random walk
(redirected from Random walks)

   Also found in: Dictionary/thesaurus, Financial, Wikipedia 0.03 sec.
random walk [′ran·dəm ′wȯk]
(mathematics)
A succession of movements along line segments where the direction and possibly the length of each move is randomly determined.


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Also provided are accounts of random walks on networks, including hitting and cover times, and analyses of several methods of shuffling cards.
Random walks and market efficiency tests: Evidence from emerging equity markets, Review of Quantitative finance and Accounting, 13(2), 171-188.
Other interesting functionals acting on random walks with a barrier are the number of non-zero increments (jumps) [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], and the number of zero increments before the absorption time [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII].
 
 
 
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