Random walks and percolation theory form a fundamental confluence in modern statistical physics and probability theory. Random walks describe the seemingly erratic movement of particles or entities, ...

A generalized correlated random walk is a process of partial sums $X_{k}=\sum_{j=1}^{k}Y_{j}$ such that (X, Y) forms a Markov chain. For a sequence (Xn) of such ...

Scaling limits of continuous time random walks are used in physics to model anomalous diffusion, in which a cloud of particles spreads at a different rate than the classical Brownian motion. Governing ...

A random walk diffusion model based on data from Sandia National Laboratories algorithms running on an Intel Loihi neuromorphic platform. Disclaimer: AAAS and EurekAlert! are not responsible for the ...

Juggling competing demands in a network of feverishly calculating computers drawing on the same memory resources is like trying to avert collisions among blindfolded, randomly zigzagging ice skaters.

Tiny particles like pollen grains move constantly, pushed and pulled by environmental forces. To study this motion, physicists use a "random walk" model—a system in which every step is determined by a ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper addresses a key puzzle in international finance: whether exchange rates follow a random walk or exhibit ...

Juggling competing demands in a network of feverishly calculating computers drawing on the same memory resources is like trying to avert collisions among blindfolded, randomly zigzagging ice skaters.

Random walk theory proposes that stock prices move unpredictably, making it impossible to predict future movements based solely on past trends. This financial theory, first popularized by economist ...