Pivot algorithm is best monte carlo algorithm known so far used for generating canonical ensemble of self-avoiding random walks(fixed number of steps). Originally it is for the lattice random walk, but it also can be modified for continuum random walk. 1,579 more words

## Tags » Random Walk

#### Simulating Random Walks using Langevin Equation

Random walks (Brownian motions), in addition to their theoretical potency (describes macro-scale behavior of gas starting with micro-scale description), also describes behavior of many processes in nature. 484 more words

#### The Beauty of Random Walk

In Finance, specifically the share market, there exists a theory called the Random Walk Hypothesis. This theory states that the past trends and upward or downward movements of a share price have no influence on what will happen to share prices in the future. 412 more words