Random Walk

Random Walks are used to model phenomena that boils down to a stochastic decision (random step) that will somehow guide the direction of the system. Some examples that could use random walks to model them:

• Stock market fluctuation

• Financial status of a gambler

• References:

• https://en.wikipedia.org/wiki/Random_walk

• http://www.bioinfo.org.cn/~wangchao/maa/mcrw.pdf

• https://www.cs.princeton.edu/courses/archive/fall13/cos521/lecnotes/lec12.pdf

• https://www.cs.cmu.edu/~avrim/598/chap5only.pdf

• https://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-042j-mathematics-for-computer-science-fall-2010/readings/MIT6_042JF10_chap20.pdf

• http://twiecki.github.io/blog/2017/03/14/random-walk-deep-net/

• https://www.youtube.com/watch?v=S9d5nupP_7Q

• https://www.youtube.com/watch?v=6wUD_gp5WeE