Statements (36)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
random walk |
| gptkbp:describes |
path consisting of a succession of random steps
|
| gptkbp:dimensions |
can be defined in 1D, 2D, or higher dimensions
|
| gptkbp:example |
discrete-time stochastic process
simple random walk |
| gptkbp:field |
gptkb:probability_theory
stochastic processes |
| gptkbp:firstDescribed |
1905
|
| gptkbp:generalizes |
gptkb:Brownian_motion_(in_continuous_limit)
|
| gptkbp:hasApplication |
population genetics
search algorithms stock market modeling random search modeling diffusion polymer chain modeling |
| gptkbp:hasProperty |
memoryless
stationary increments expected displacement is zero in symmetric case symmetric or asymmetric steps variance increases with time |
| https://www.w3.org/2000/01/rdf-schema#label |
Drunkard's Walk
|
| gptkbp:relatedTo |
gptkb:Wiener_process
gptkb:random_walk_hypothesis gptkb:central_limit_theorem gptkb:law_of_large_numbers Brownian motion Markov chain |
| gptkbp:studiedBy |
gptkb:Karl_Pearson
|
| gptkbp:usedIn |
gptkb:mathematics
biology computer science finance physics |
| gptkbp:bfsParent |
gptkb:Frederik_Pohl
|
| gptkbp:bfsLayer |
5
|