A random walk is a mathematical formalization of a path that consists in a succession of random steps. A random walk can be a Markov chain or process; it can be on a graph or a group. Random walks can model randomized processes, in fields such as: ecology, economics, psychology, computer science, physics, chemistry, and biology.
Questions tagged [random-walk]
248 questions
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Random walk simulation in one dimension using random number generator
I am trying to develop a random walk simulation in one dimension. I am modelling a particle along a line with 10 discrete positions that particle can occupy. The particle can only move left or right one space each time it 'hops'. In this simulation…
adamlsmith981
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What is a point with nonsmooth boundary?
I am trying to implement the billiard walk sampling algorithm presented in this paper https://arxiv.org/pdf/1211.3932.pdf.One step of the algorithm is stating: "If a point with nonsmooth boundary is met or the number of reflections
exceeds R, go to…
S.Andreea
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How to Implement Integrated Random Walk Trend Component in Tensorflow Probability
I'm running tensorflow 2.1 and tensorflow_probability 0.9. I have fit a Structural Time Series Model with a seasonal component.
I wish to implement an Integrated Random walk in order to smooth the trend component, as per Time Series Analysis by…
Andrew Doherty
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Metropolis-Hastings in matlab
I am trying to use the Metropolis Hastings algorithm with a random walk sampler to simulate samples from a function $$ in matlab, but something is wrong with my code. The proposal density is the uniform PDF on the ellipse 2s^2 + 3t^2 ≤ 1/4. Can I…
Natalie_94
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How to set the seed value to a specific number globally? Or maybe this is correct?
import statistics as stat
from statistics import mean
from random import seed, choice
from math import hypot
import random
from turtle import *
import statistics
from statistics import stdev
seed(20190101)
def random_walk(n):
x = 0
y = 0
…
Oklol2958
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How can I successfully complete the random walk problem?
I was looking for help writing this code for a program that simulates a random walk of 25 steps.
The (person) can either walk East or West.
The program has to compute and output to the screen the following:
The average distance from the starting…
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I am trying to measure the distribution of the magnitudes of the total displacement of random walks
the error returned is "IndexError: index 1 is out of bounds for axis 0 with size 1" I am not sure how to fix this, please help I am very new to python
nsteps7 = 1
def randomwalk7(nsteps7):
position = 0
walk7 = [position]
x =…
Tefers
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Seeds in relation to random walks in python
What’s the purpose of this seed when running this for loop?
import numpy as np
np.random.seed(123)
outcomes = []
for x in range(10):
coin = np.random.randint(0,2)
if coin == 0:
outcomes.append(“heads”)
else:
…
saberfan7
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Variance in random Walk with Matlab
I'm new to the forum and a beginner in programming.
I have the task to program a random walk in Matlab (1D or 2D) with a variance that I can adjust. I found the code for the random walk, but I'm really confused where to put the variance. I thought…
MikeH
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adding a custom forecast function that extends snaive
I would like to extend snaive from the forecast package (or maybe lagwalk?) and add a custom forecast function custom_snaive.
I would like it to get as a parameter a list of desired_lags and forecast a simple average of their values. E.g. for hourly…
ihadanny
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Random walk in matlab, how to count how many ‘particles’ end in the same y column (and stack on top of each other)?
I have created a function that generates N particles to do a random walk, 1 at a time.
I have tracked the end location of each particle ('result'). However, I would like to keep the particle in the end position (which is when y=99). When the new…
Lauren
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Perform a RandomWalk step with Tensorflow Probability's RandomWalkMetropolis function
I am new to Tensorflow Probability and would like to do a RandomWalk Montecarlo simulation. Let's say I have tensor r that represents a state. I want the tfp.mcmc.RandomWalkMetropolis function to return a proposal for a new state r'.…
Pickniclas
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How to store a very long random walk with low memory cost
I want to perform graph isomorphism tests for a very long random walk with fixed windows. That is given a target graph, say a triangle, I want to find how many consecutive 3 nodes in the random walk induce a triangle.
Graph isomorphism test is very…
Rise of Kingdom
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How to speed up drawing plots in Matplotlib?
I'm playing with random walk, I have two points. First one is walking randomly, second one is trying to escape from his area, which is given by formula e^(-t), where t is the distance between the two points. In my opinion it is not a difficult…
padar
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How to get the path with relationships from randomWalk call in Cypher?
I am using Neo4j randomWalk algorithm on a base 2 types of nodes (N1 and N2) and one type of relationship (R1).
The random walk algorithm returns a list of NodeId. The issue here is that I'd like to get the relationships R1 between the nodes of each…
Syndo rik
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