汉译名【数】、【金融】随机漫步，随机游走
释义Arandom walk, sometimes denotedRW, is a mathematical formalization of a trajectory that consists of taking successiverandomsteps. The results of random walk analysis have been applied to computer science,physics, ecology,economicsand a number of other fields as a fundamentalmodelfor random processes in time. For example, the path traced by amoleculeas it travels in a liquid or a gas, the search path of a foraging animal, the price of a fluctuating stock and the financial status of a gambler can all be modeled as random walks.
Specific cases or limits of random walks include thedrunkard's walkandLévy flight. Random walks are related to the diffusion models and are a fundamental topic in discussions of Markov processes. Several properties of random walks, including dispersal distributions, first-passage times and encounter rates, have been extensively studied.
Various different types of random walks are of interest. Often, random walks are assumed to be Markov, but other, more complicated walks are also of interest. Some random walks are on graphs, others on the line, in the plane, or in higher dimensions, while some random walks are on groups. Random walks also vary with regard to the time parameter. Often, the walk is indexed by the natural numbers, as in . However, some walks take their steps at random times, and in that case the positionXtis defined for .