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#1 2012-06-25 13:00:53

Agnishom
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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'
'Who are you to judge everything?' -Alokananda
 

#2 2012-06-25 13:07:01

anonimnystefy
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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.


The limit operator is just an excuse for doing something you know you can't.
“It's the subject that nobody knows anything about that we can all talk about!” ― Richard Feynman
“Taking a new step, uttering a new word, is what people fear most.” ― Fyodor Dostoyevsky, Crime and Punishment
 

#3 2012-06-25 13:12:24

Agnishom
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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'
'Who are you to judge everything?' -Alokananda
 

#4 2012-06-25 13:24:01

anonimnystefy
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Re: Random Walk

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


The limit operator is just an excuse for doing something you know you can't.
“It's the subject that nobody knows anything about that we can all talk about!” ― Richard Feynman
“Taking a new step, uttering a new word, is what people fear most.” ― Fyodor Dostoyevsky, Crime and Punishment
 

#5 2012-06-25 17:12:09

bobbym
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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 have the result, but I do not yet know how to get it.
All physicists, and a good many quite respectable mathematicians are contemptuous about proof.
 

#6 2012-06-27 22:24:19

Agnishom
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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 22:26:13)


'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'
'Who are you to judge everything?' -Alokananda
 

#7 2012-06-27 22:55:05

anonimnystefy
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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.


The limit operator is just an excuse for doing something you know you can't.
“It's the subject that nobody knows anything about that we can all talk about!” ― Richard Feynman
“Taking a new step, uttering a new word, is what people fear most.” ― Fyodor Dostoyevsky, Crime and Punishment
 

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