A **random walk** is a mathematical formalization of a path that consists of a succession of random steps. For example, the path traced by a molecule as 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, although they may not be truly random in reality. The term *random walk* was first introduced by Karl Pearson in 1905. Random walks have been used in many fields: ecology, economics, psychology, computer science, physics, chemistry, and biology. Random walks explain the observed behaviors of processes in these fields, and thus serve as a fundamental model for the recorded stochastic activity.

Various different types of random walks are of interest. Often, random walks are assumed to be Markov chains or Markov processes, 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 in discrete time, and indexed by the natural numbers, as in . However, some walks take their steps at random times, and in that case the position is defined for the continuum of times . Specific cases or limits of random walks include the Lévy 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.

Read more about Random Walk: Lattice Random Walk, Applications, Variants of Random Walks

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### Famous quotes containing the words walk and/or random:

“From the time the Englishman’s bones harden into bones at all, he makes his skeleton a flagstaff, and he early plants his feet like one who is to *walk* the world and the decks of all the seas.”

—Willa Cather (1876–1947)

“Novels as dull as dishwater, with the grease of *random* sentiments floating on top.”

—Italo Calvino (1923–1985)