Variants of random walks | Stochastic processes

Random walk

In mathematics, a random walk is a random process that describes a path that consists of a succession of random steps on some mathematical space. An elementary example of a random walk is the random walk on the integer number line which starts at 0, and at each step moves +1 or −1 with equal probability. Other examples include the path traced by a molecule as it travels in a liquid or a gas (see Brownian motion), the search path of a foraging animal, or the price of a fluctuating stock and the financial status of a gambler. Random walks have applications to engineering and many scientific fields including ecology, psychology, computer science, physics, chemistry, biology, economics, and sociology. The term random walk was first introduced by Karl Pearson in 1905. (Wikipedia).

Random walk
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Brain Teasers: 12. A simple symmetric random walk

Very easy exercise about the first moments of a symmetric random walk.

From playlist Brain Teasers and Quant Interviews

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Python Tutorial 19

Random walk part 1

From playlist Python

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What is a Random Walk? | Infinite Series

Viewers like you help make PBS (Thank you 😃) . Support your local PBS Member Station here: https://to.pbs.org/donateinfi To understand finance, search algorithms and even evolution you need to understand Random Walks. Tell PBS what types of shows you want to see at https://www.surveymonke

From playlist Probability

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What is a Walk? | Graph Theory

What is a walk in the context of graph theory? That is the subject of today's math lesson! A walk in a graph G can be thought of as a way of moving through G, where you start at any vertex in the graph, and then move to other vertices through the edges in the graph. In a walk, you are allo

From playlist Graph Theory

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Taking a Walk Through the Integers SoME1

Thank you to 3blue1brown for hosting this and giving me the opportunity to share something I’ve been interested in for the past several weeks! Also big thanks to everybody who worked to make this happen. I appreciate all of you so very much!

From playlist Summer of Math Exposition Youtube Videos

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Statistics: Ch 4 Probability in Statistics (10 of 74) Random Walk: Average Displacement

Visit http://ilectureonline.com for more math and science lectures! To donate: http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We learned from previous video each of the random walks is the average displacement is SQRT(n)=3.16, where n=number of tosses. Next

From playlist STATISTICS CH 4 STATISTICS IN PROBABILITY

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Statistics: Ch 4 Probability in Statistics (7 of 74) The Random Walk - Seeing is Believing!

Visit http://ilectureonline.com for more math and science lectures! To donate: http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will graph the random walk where the more times we toss a coin the further the steps are from the origin. Next video in this seri

From playlist STATISTICS CH 4 STATISTICS IN PROBABILITY

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Statistics: Ch 4 Probability in Statistics (8 of 74) The Random Walk - Explained

Visit http://ilectureonline.com for more math and science lectures! To donate: http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn what happens in a random walk to yield its results. Next video in this series can be seen at: https://youtu.be/_H7S1cG

From playlist STATISTICS CH 4 STATISTICS IN PROBABILITY

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The Long Run Behavior of Random Walks - Omer Tamuz - 1/16/2019

Earnest C. Watson Lecture by Professor Omer Tamuz, "The Long Run Behavior of Random Walks." Random walks have been studied for more than a hundred years as important models in physics, computer science, finance, and economics - and as interesting mathematical objects in their own right.

From playlist Caltech Watson Lecture Series

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Coding Challenge #52: Random Walker

In this Coding Challenge, I implement a Random Walker using the p5.js library. This video is part of my Spring 2017 course Nature of Code at Tisch NYU (http://itp.nyu.edu). 💻Challenge Webpage: https://thecodingtrain.com/CodingChallenges/052-random-walk.html 💻The Nature of Code GitHub (Spr

From playlist The Nature of Code 2

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Random Walk and Time Series Tutorial in R: ACF Dickey Fuller Test Ljung Box stationarity correlation

what is a random walk in time series? How to determinte if my data is a random walk? how to test stationarity? In this episode of the crash course - tutorial on statistics and data science with R / Rstudio: - Characteristics of a random walk - How to test my time series behaviour in R?

From playlist machine learning

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High dimensional expanders - Part 2 - Irit Dinur

Computer Science/Discrete Mathematics Seminar II Topic: High dimensional expanders - Part 2 Speaker: Irit Dinur Affiliation: Weizmann Institute of Science; Visiting Professor, School of Mathematics Date: March 24, 2020 For more video please visit http://video.ias.edu

From playlist Mathematics

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Roberto Oliveira: Estimating graph parameters with random walks

Recording during the meeting "Spectra, Algorithms and Random Walks on Random Networks " the January 14, 2019 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians on CIRM

From playlist Probability and Statistics

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Network Analysis. Lecture 11. Diffusion and random walks on graphs

Random walks on graph. Stationary distribution. Physical diffusion. Diffusion equation. Diffusion in networks. Discrete Laplace operator, Laplace matrix. Solution of the diffusion equation. Normalized Laplacian. Lecture slides: http://www.leonidzhukov.net/hse/2015/networks/lectures/lectu

From playlist Structural Analysis and Visualization of Networks.

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Lecture 9 - Random Walk Models

This is Lecture 9 of the COMP510 (Computational Finance) course taught by Professor Steven Skiena [http://www.cs.sunysb.edu/~skiena/] at Hong Kong University of Science and Technology in 2008. The lecture slides are available at: http://www.algorithm.cs.sunysb.edu/computationalfinance/pdf

From playlist COMP510 - Computational Finance - 2007 HKUST

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Igor Kortchemski: Condensation in random trees - Lecture 1

We study a particular family of random trees which exhibit a condensation phenomenon (identified by Jonsson & Stefánsson in 2011), meaning that a unique vertex with macroscopic degree emerges. This falls into the more general framework of studying the geometric behavior of large random dis

From playlist Probability and Statistics

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A Random Walk & Monte Carlo Simulation || Python Tutorial || Learn Python Programming

A random walk is a process where each step is chosen randomly. This technique has many applications. In this video we solve a random walk puzzle using Monte Carlo simulations and the random module in Python. To learn Python, start our Python Playlist HERE: http://bit.ly/PythonHelloWorld

From playlist Python Programming Tutorials (Computer Science)

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Longest Simple Path - Intro to Algorithms

This video is part of an online course, Intro to Algorithms. Check out the course here: https://www.udacity.com/course/cs215.

From playlist Introduction to Algorithms

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