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random walk
(redirected from Random walks)

   Also found in: Financial, Encyclopedia, Wikipedia 0.03 sec.
random walk
n. Statistics
A series of sequential movements in which the direction and size of each move is randomly determined.

random walk
n
1. (Physics / General Physics) a mathematical model used to describe physical processes, such as diffusion, in which a particle moves in straight-line steps of constant length but random direction
2. (Mathematics & Measurements / Statistics) Statistics a route consisting of successive and connected steps in which each step is chosen by a random mechanism uninfluenced by any previous step
ThesaurusLegend:  Synonyms Related Words Antonyms
Noun1.random walk - a stochastic process consisting of a sequence of changes each of whose characteristics (as magnitude or direction) is determined by chance
stochastic process - a statistical process involving a number of random variables depending on a variable parameter (which is usually time)


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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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