Probability theory and stochastic processes Markov processes Concept
Random walk
Summary
A random walk is a stochastic process whose position is a sum of independent random steps. The simple random walk on the integers moves one step up or down at each time. The node random walk gives the precise definition.
Where this leads
17 pages build on this one.
- Sequential probability ratio test
- Liouville property of graphs
- Donsker's theorem
- Autoregressive integrated moving average
- Pólya's recurrence theorem
- Wald's equation
- Recurrence and transience of states
- Autoregressive model
- Cointegration
- Random walk as a difference equation
- Markov chain Monte Carlo
- Dickey–Fuller test
- Recurrence and capacity of graphs
- Self-avoiding walk
- Law of the iterated logarithm
- Loop-erased random walk
- Skorokhod's embedding theorem
Further reading
- Web https://en.wikipedia.org/wiki/Random_walk, lead section
About this page
| Tag | 04VZE3FZXF |
|---|---|
| URI | m2://04VZE3FZXF |
| Kind | concept |
| Writing | W1 stated |
| MSC | 60G50 |
| Specializes | Stochastic process |
| Same as |
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What this page needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
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What links here
Definitions
Used by
- Sequential probability ratio test
- Liouville property of graphs
- Donsker's theorem
- Autoregressive integrated moving average
- Pólya's recurrence theorem
- Wald's equation
- Recurrence and transience of states
- Autoregressive model
- Cointegration
- Random walk as a difference equation
- Markov chain Monte Carlo
- Dickey–Fuller test
- Recurrence and capacity of graphs
- Self-avoiding walk
- Law of the iterated logarithm
- Loop-erased random walk
- Skorokhod's embedding theorem