Math Is Fun Forum

Agnishom

Real Member

From: Riemann Sphere

Registered: 2011-01-29

Posts: 24,996

Website

Random Walk

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

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'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'
I'm not crazy, my mother had me tested.

anonimnystefy

Real Member

From: Harlan's World

Registered: 2011-05-23

Posts: 16,049

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.

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“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
The knowledge of some things as a function of age is a delta function.

Agnishom

Real Member

From: Riemann Sphere

Registered: 2011-01-29

Posts: 24,996

Website

Re: Random Walk

And what are Random Walk Algorithms?

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'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'
I'm not crazy, my mother had me tested.

anonimnystefy

Real Member

From: Harlan's World

Registered: 2011-05-23

Posts: 16,049

Re: Random Walk

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

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“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
The knowledge of some things as a function of age is a delta function.

bobbym

bumpkin

From: Bumpkinland

Registered: 2009-04-12

Posts: 109,606

Re: Random Walk

Hi Agnishom;

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

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In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.

Agnishom

Real Member

From: Riemann Sphere

Registered: 2011-01-29

Posts: 24,996

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)

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'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'
I'm not crazy, my mother had me tested.

anonimnystefy

Real Member

From: Harlan's World

Registered: 2011-05-23

Posts: 16,049

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.

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“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
The knowledge of some things as a function of age is a delta function.