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 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, ...
The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock ...
The random walk theorem, first presented by French mathematician Louis Bachelier in 1900 and then expanded upon by economist Burton Malkiel in his 1973 book A Random Walk Down Wall Street, asserts ...
We study the behavior of random walk in random environment (RWRE) on trees in the critical case left open in previous work. Representing the random walk by an electrical network, we assume that the ...
We test the random-walk hypothesis for the Indian stock market by applying three unit root tests with two structural breaks. We find that unit root tests that allow for two structural breaks alone are ...