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, ...

This is a preview. Log in through your library . Abstract A two-dimensional lattice random walk is studied in which, at each stage, the direction of the next step is correlated to that of the previous ...

Several economic and financial time series are bounded by an upper and lower finite limit (e.g., interest rates). It is not possible to say that these time series are random walks because random walks ...

Research carried out at the University of Pennsylvania has definitively measured and described the Brownian motion of an isolated ellipsoidal particle, completing a path laid out by Einstein 100 years ...

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.

IN 1905, Albert Einstein published five papers that shook the world of physics. His elegant arguments and conclusions were marvels of physical intuition that addressed dilemmas raised by experimental ...

Tim Smith has 20+ years of experience in the financial services industry, both as a writer and as a trader. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a ...

The last time I looked at random walks, I used them to calculate the value of Pi for Pi Day. But what is a random walk, really? A mathematician will tell you that it's a stochastic process—a path ...