Tags » Random Walk

A Random Walk down Wall Street

I finished my reading of A Random Walk down Wall Street recently. It took me about a month to read from the first page to the last. 367 more words

Finance

Gambler's Ruin (Random Walk) Probleminin R ile Çözümü

Herkese Selam,

Gambler’s Ruin Problemi, yöneylem alanının araştırma konusundan biridir. Problemin hikayesi şöyledir;

Bir kumar oyuncusunun p olasılıkla 1 dolar kazandığı 1-p olasılıkla da 1 dolar kaybettiği bir oyun düşünelim. 1,250 more words

Notes On Unbiased Random Walks

Imagine that a particle is walking in a two-dimensional space, starting at the origin . At every time-step (or “epoch”) it takes a vertical step. At every step, the particle either moves up by , or down by $altex -1$. 760 more words

Computer Science

Random Walks: Maths, Drunk Nights Out and Fighting Cancer

We’ve all had a few nights where we may have drunk a liiittle too much. I’m sure you can picture it now: stumbling around, head pounding, enjoying music that probably isn’t as good as you think it is… Well one angle on this behaviour that I am fairly sure you hadn’t previously considered is the fact that this kind of behaviour is of great mathematical interest. 651 more words

Physics

Random Walk and Brownian Motion, Discussion

Hi,

In article one of Brownian Motion Series I introduced the brownian motion and proved that it is the limit to a random walk. In article two I go back to the parent process of a brownian motion (random walk) and look at how properties of a random walk are maintained as we move from a random walk to a brownian motion. 62 more words

The Blackbox

Markov Chain Monte Carlo: Simulated Annealing

Markov Chain Monte Carlo: Simulated Annealing

In this post we will investigate a Markov chain Monte Carlo optimisation algorithm colloquially known as ‘Simulated annealing’. We will not outline any theory about Markov chains themselves in this post, we can save all that fun for another time. 3,476 more words

Markov Chains

Welcome to "The Black Box"

Hi, sorry I mean to write this article a lot sooner but ran into a few problems. Anyway I meant for this blog to be a “Do It Your Self” models building exercise. 82 more words

The Blackbox