random walk

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random walk

n. Statistics
A sequence of changes, either in the value of a random variable or in a process (as in the price of a share of stock), in which the direction and size of each change is randomly determined, subject to some specified rules.

random walk

n
1. (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. (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

ran′dom walk′


n.
the path of a point or quantity that moves or changes in a stepwise manner, where the direction of each step is statistically random.
[1900–05]
ThesaurusAntonymsRelated WordsSynonymsLegend:
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)
Translations
References in periodicals archive ?
We will also study random phenomena in random geometry, starting with random walks on infinite random lattices, with the ultimate goal of constructing Brownian motion on our continuous models.
They include Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain.
Three common random walk models are Brownian motion, Levy walks, and correlated random walks (Bartumeus et al.
High-degree vertices are likely to collect more information from the neighbors when performing random walks.
Encoding procedure in [18] and [19] performs only after all random walks are finished.
Trends on Random Walks, Industrial Management Review--2:7-26
Maher, Random walks on the mapping class group, Duke Math.
Valette suggested a connection with recurrence of random walks and B.
These stocks were Hurst processes, or biased random walks.
Saberi, Random walks in peer-to-peer networks, In INFOCOM 2004, Hong Kong, vol.
They cover pattern, process, and scale, aggregation and segregation; random walks and mobile entities; percolation and growth; representing time and space; model uncertainty and evaluation; and weaving it all together.
The different methods employed in the present study for testing random walks are briefly described below.