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#1 2012-06-24 15:00:53

Agnishom
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From: The Complex Plane
Registered: 2011-01-29
Posts: 18,118
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Random Walk

What is random walk? Will anyone explain it to me?


'And fun? If maths is fun, then getting a tooth extraction is fun. A viral infection is fun. Rabies shots are fun.'
'God exists because Mathematics is consistent, and the devil exists because we cannot prove it'
'You have made another human being happy. There is no greater accomplishment.' -bobbym

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#2 2012-06-24 15:07:01

anonimnystefy
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From: The Foundation
Registered: 2011-05-23
Posts: 15,606

Re: Random Walk

Assuming you mean a random walk on a graph, it means that you first assign probabilities to each node of the graph in question that describe how probable it is to get from one node to another node of the graph and then start at some node of the graph in question and do a random walk with probabilities defined as stated. Wikipedia should really give you a good idea of what random walks are.

They are connected to Markov chain, which are very useful for certain types of probability questions.


“Here lies the reader who will never open this book. He is forever dead.

“Taking a new step, uttering a new word, is what people fear most.” ― Fyodor Dostoyevsky, Crime and Punishment

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#3 2012-06-24 15:12:24

Agnishom
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From: The Complex Plane
Registered: 2011-01-29
Posts: 18,118
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Re: Random Walk

And what are Random Walk Algorithms?


'And fun? If maths is fun, then getting a tooth extraction is fun. A viral infection is fun. Rabies shots are fun.'
'God exists because Mathematics is consistent, and the devil exists because we cannot prove it'
'You have made another human being happy. There is no greater accomplishment.' -bobbym

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#4 2012-06-24 15:24:01

anonimnystefy
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From: The Foundation
Registered: 2011-05-23
Posts: 15,606

Re: Random Walk

http://en.m.wikipedia.org/wiki/Markov_chain_Monte_Carlo#section_1


“Here lies the reader who will never open this book. He is forever dead.

“Taking a new step, uttering a new word, is what people fear most.” ― Fyodor Dostoyevsky, Crime and Punishment

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#5 2012-06-24 19:12:09

bobbym
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From: Bumpkinland
Registered: 2009-04-12
Posts: 88,974

Re: Random Walk

Hi Agnishom;

The most well known of the random walks is the gambler's ruin problem.


In mathematics, you don't understand things. You just get used to them.

I agree with you regarding the satisfaction and importance of actually computing some numbers. I can't tell you how often I see time and money wasted because someone didn't bother to run the numbers.

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#6 2012-06-27 00:24:19

Agnishom
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From: The Complex Plane
Registered: 2011-01-29
Posts: 18,118
Website

Re: Random Walk

It is being said that if a person takes n steps of length 1 each,
then he will be displaced by sqrt(n)
BUT WHY
It could also be possible that there wasn't any displacement at all

Last edited by Agnishom (2012-06-27 00:26:13)


'And fun? If maths is fun, then getting a tooth extraction is fun. A viral infection is fun. Rabies shots are fun.'
'God exists because Mathematics is consistent, and the devil exists because we cannot prove it'
'You have made another human being happy. There is no greater accomplishment.' -bobbym

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#7 2012-06-27 00:55:05

anonimnystefy
Real Member
From: The Foundation
Registered: 2011-05-23
Posts: 15,606

Re: Random Walk

Hi Agnishom

I think that is only an estimate. The largest probability for theending point hasthe point which is sqrt(n) away fromthe starting point.


“Here lies the reader who will never open this book. He is forever dead.

“Taking a new step, uttering a new word, is what people fear most.” ― Fyodor Dostoyevsky, Crime and Punishment

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