random walk


Also found in: Dictionary, Thesaurus, Financial, Acronyms, Wikipedia.

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.
References in periodicals archive ?
The non-rejection of the null hypothesis would imply that the series follows a random walk and confirms the existence of a weak form of market efficiency.
There is an increasing on delay value up to 99.94% for Random Waypoint mobility model, 99.944% for Random Walk mobility model, and 99.80% for Gauss-Markov from its lowest point.
Therefore, the aim of the present work is to revisit the idea that single-cell motility can be described as a random walk. We point out that previous statements are only valid in case of free Brownian particles.
Shlesinger, "Origins and applications of the montroll-weiss continuous time random walk," The European Physical Journal B, vol.
We denote by F = [sigma]([X.sub.1], [X.sub.2], ...) the [sigma]-field generated by the random walk and
Shapiro, "Random walks with absorbing points," Discrete Applied Mathematics.
According to (6), the preferential random walk has a stationary distribution [pi] = [([[pi].sub.1], [[pi].sub.2], ..., [[pi].sub.N]).sup.T] that is a unique probabilistic vector satisfying
At k = 0 we are dealing with classical white noise, at k = -1 we are subject to flicker noise and k = -2 we have Brownian motion - the so-called "random walk".
anomala movements most closely resemble a correlated random walk. Autocorrelation and non-uniform turn angles rule out a Brownian model for time steps below 1600 s because Brownian motion assumes uncorrelated turn angles.
The two random walk algorithm is coupled jointly model semantic relations and opinion relations for extracting opinion targets/words.
In EDFC strategy the length of each random walk is set to 200, while in LTCDS strategy the parameter C is set to 5, i.e., the length of each random walk is 5n ln n.