Results 31 to 40 of about 4,476,990 (351)

The Spacey Random Walk: A Stochastic Process for Higher-Order Data [PDF]

open access: yesSIAM Review, 2016
Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic process.
Austin R. Benson   +2 more
semanticscholar   +1 more source

Matrix moments of the diffusion tensor distribution and matrix-variate Gamma approximation

open access: yesJournal of Magnetic Resonance Open, 2021
Diffusion MRI allows for the non-invasive investigation of the microscopic architecture of biological tissues in vivo. While being sensitive to microstructural tissue changes, diffusion MRI yields poor specificity regarding the cause of these changes ...
Alexis Reymbaut
doaj  

Greedy Random Walk [PDF]

open access: yesCombinatorics, Probability and Computing, 2013
We study a discrete time self-interacting random process on graphs, which we call greedy random walk. The walker is located initially at some vertex. As time evolves, each vertex maintains the set of adjacent edges touching it that have not yet been crossed by the walker.
Orenshtein T., Shinkar I.
openaire   +5 more sources

Re-examining analyst superiority in forecasting results of publicly-traded brazilian companies / Reexaminando a superioridade dos analistas ao preverem resultados de empresas brasileiras de capital aberto

open access: yesRAM. Revista de Administração Mackenzie, 2021
Purpose: This research examines the superiority of analysts over random walk models in forecasting the results of publicly-traded Brazilian companies in the short and long term. Originality/value: The literature indicates the uncontested superiority
Rafael C. Gatsios   +3 more
doaj   +1 more source

Drug repositioning based on comprehensive similarity measures and Bi-Random walk algorithm

open access: yesBioinform., 2016
MOTIVATION Drug repositioning, which aims to identify new indications for existing drugs, offers a promising alternative to reduce the total time and cost of traditional drug development.
Huimin Luo   +6 more
semanticscholar   +1 more source

Efficient, multiple-range random walk algorithm to calculate the density of states. [PDF]

open access: yesPhysical Review Letters, 2000
We present a new Monte Carlo algorithm that produces results of high accuracy with reduced simulational effort. Independent random walks are performed (concurrently or serially) in different, restricted ranges of energy, and the resultant density of ...
Fugao Wang, D. Landau
semanticscholar   +1 more source

Random walk on barely supercritical branching random walk [PDF]

open access: yesProbability Theory and Related Fields, 2019
Let $\mathcal{T}$ be a supercritical Galton-Watson tree with a bounded offspring distribution that has mean $ >1$, conditioned to survive. Let $ _{\mathcal{T}}$ be a random embedding of $\mathcal{T}$ into $\mathbb{Z}^d$ according to a simple random walk step distribution.
Remco van der Hofstad   +2 more
openaire   +4 more sources

Random Walk With Restart on Multiplex and Heterogeneous Biological Networks

open access: yesbioRxiv, 2017
Recent years have witnessed an exponential growth in the number of identified interactions between biological molecules. These interactions are usually represented as large and complex networks, calling for the development of appropriated tools to ...
Alberto Valdeolivas   +8 more
semanticscholar   +1 more source

A strong invariance principle for the elephant random walk [PDF]

open access: yes, 2017
We consider a non-Markovian discrete-time random walk on Z with unbounded memory, called the elephant random walk (ERW). We prove a strong invariance principle for the ERW.
Cristian F. Coletti, R. Gava, G. Schütz
semanticscholar   +1 more source

Critical dimensions for random walks on random-walk chains [PDF]

open access: yesPhysical Review E, 1996
The probability distribution of random walks on linear structures generated by random walks in $d$-dimensional space, $P_d(r,t)$, is analytically studied for the case $ \equiv r/t^{1/4}\ll1$. It is shown to obey the scaling form $P_d(r,t)= (r) t^{-1/2} ^{-2} f_d( )$, where $ (r)\sim r^{2-d}$ is the density of the chain.
Rabinovich S.   +3 more
openaire   +4 more sources

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