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Random Walks in a Random Environment
Annals of Probability, 1975 Let $\{\alpha_n\}$ be a sequence of independent, identically distributed random variables with $0 \leqq \alpha_n \leqq 1$ for all $n$. The random walk in a random environment on the integers is the sequence $\{X_n\}$ where $X_0 = 0$ and inductively $X_{n+1} = X_n + 1, (X_n - 1)$, with probability $\alpha_{X_n}, (1 - \alpha_{X_n})$.
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Physica A: Statistical Mechanics and its Applications, 1982
The authors investigate the random walk of a particle on a one-dimensional chain which has been constructed by a random-walk procedure. Exact expressions are given for the mean-square displacement and the fourth moment after n steps. The probability density after n steps is derived in the saddle-point approximation, for large n.
K.W. Kehr, R. Kutner
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The authors investigate the random walk of a particle on a one-dimensional chain which has been constructed by a random-walk procedure. Exact expressions are given for the mean-square displacement and the fourth moment after n steps. The probability density after n steps is derived in the saddle-point approximation, for large n.
K.W. Kehr, R. Kutner
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Geometric and Functional Analysis, 2003
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Mikhael Gromov
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Mikhael Gromov
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Combinatorica, 1992
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Yossi Azar +4 more
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Yossi Azar +4 more
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Anomalous conformation of polymer chains: random walk of a random walk on a random walk
Journal of Physics A: Mathematical and General, 1986Summary: Conformation of polymer chains is analysed in the light of the results from the classical diffusion in random systems including fractals; the possibility of an anomalous conformation is conjectured.
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International Journal of Theoretical Physics, 2022
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Anwar Zaman +3 more
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Anwar Zaman +3 more
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2009
The aim of this article is to discuss some of the notions and applications of random walks on finite graphs, especially as they apply to random graphs. In this section we give some basic definitions, in Section 2 we review applications of random walks in computer science, and in Section 3 we focus on walks in random graphs.
Cooper, Colin, Frieze, Alan
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The aim of this article is to discuss some of the notions and applications of random walks on finite graphs, especially as they apply to random graphs. In this section we give some basic definitions, in Section 2 we review applications of random walks in computer science, and in Section 3 we focus on walks in random graphs.
Cooper, Colin, Frieze, Alan
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International Journal of Foundations of Computer Science, 2005
In this paper, we discuss a simple, Monte Carlo algorithm for the problem of checking whether a Quantified Boolean Formula (QBF) in Conjunctive Normal Form (CNF), with at most two literals per clause has a model. The term k-CNF is used to describe boolean formulas in CNF, with at most k literals per clause and the problem of checking whether a given k ...
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In this paper, we discuss a simple, Monte Carlo algorithm for the problem of checking whether a Quantified Boolean Formula (QBF) in Conjunctive Normal Form (CNF), with at most two literals per clause has a model. The term k-CNF is used to describe boolean formulas in CNF, with at most k literals per clause and the problem of checking whether a given k ...
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Proceedings of the the 6th joint meeting of the European software engineering conference and the ACM SIGSOFT symposium on The foundations of software engineering, 2007
We improve on previous recommender systems by taking advantage of the layered structure of software. We use a random-walk approach, mimicking the more focused behavior of a developer, who browses the caller-callee links in the callgraph of a large program, seeking routines that are likely to be related to a function of interest. Inspired by Kleinberg's
Zachary M. Saul +3 more
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We improve on previous recommender systems by taking advantage of the layered structure of software. We use a random-walk approach, mimicking the more focused behavior of a developer, who browses the caller-callee links in the callgraph of a large program, seeking routines that are likely to be related to a function of interest. Inspired by Kleinberg's
Zachary M. Saul +3 more
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Differencing of random walks and near random walks
Journal of Econometrics, 1977Abstract The traditional rationale for differencing time series data is to attain stationarity. For a nearly non-stationary first-order autoregressive process—AR (1) with positive slope parameter near unity—we were led to a complementary rationale. If one suspects near non-stationarity of the AR (1) process, if the sample size is ‘small’ or ‘moderate’
Gonedes, Nicholas J., Roberts, Harry V.
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