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- Variants of random walks

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- Variants of random walks

- Statistical theory
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- Statistical randomness
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- Stochastic processes
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- Variants of random walks

Loop-erased random walk

In mathematics, loop-erased random walk is a model for a random simple path with important applications in combinatorics, physics and quantum field theory. It is intimately connected to the uniform sp

Gambler's ruin

The gambler's ruin is a concept in statistics. It is most commonly expressed as follows: A gambler playing a game with negative expected value will eventually go broke, regardless of their betting sys

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 w

Walk-on-spheres method

In mathematics, the walk-on-spheres method (WoS) is a numerical probabilistic algorithm, or Monte-Carlo method, used mainly in order to approximate the solutions of some specific boundary value proble

Double Fourier sphere method

In mathematics, the double Fourier sphere (DFS) method is a simple technique that transforms a function defined on the surface of the sphere to a function defined on a rectangular domain while preserv

Continuous-time random walk

In mathematics, a continuous-time random walk (CTRW) is a generalization of a random walk where the wandering particle waits for a random time between jumps. It is a stochastic jump process with arbit

Self-avoiding walk

In mathematics, a self-avoiding walk (SAW) is a sequence of moves on a lattice (a lattice path) that does not visit the same point more than once. This is a special case of the graph theoretical notio

Ornstein–Uhlenbeck process

In mathematics, the Ornstein–Uhlenbeck process is a stochastic process with applications in financial mathematics and the physical sciences. Its original application in physics was as a model for the

Brownian web

In probability theory, the Brownian web is an uncountable collection of one-dimensional coalescing Brownian motions, starting from every point in space and time. It arises as the diffusive space-time

Heterogeneous random walk in one dimension

In dynamics, probability, physics, chemistry and related fields, a heterogeneous random walk in one dimension is a random walk in a one dimensional interval with jumping rules that depend on the locat

Branching random walk

In probability theory, a branching random walk is a stochastic process that generalizes both the concept of a random walk and of a branching process. At every generation (a point of discrete time), a

Chan–Karolyi–Longstaff–Sanders process

In mathematics, the Chan–Karolyi–Longstaff–Sanders process (abbreviated as CKLS process) is a stochastic process with applications to finance. In particular it has been used to model the term structur

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