Random walks and percolation theory form a fundamental confluence in modern statistical physics and probability theory. Random walks describe the seemingly erratic movement of particles or entities, ...

Random walks constitute a fundamental model in probability theory, widely employed to elucidate diffusion processes and random fluctuations in disordered systems. The Gaussian free field (GFF) ...

Juggling competing demands in a network of feverishly calculating computers drawing on the same memory resources is like trying to avert collisions among blindfolded, randomly zigzagging ice skaters.

We test the random-walk hypothesis for the Indian stock market by applying three unit root tests with two structural breaks. We find that unit root tests that allow for two structural breaks alone are ...

This is a preview. Log in through your library . Abstract Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution ...

Random walk hypothesis suggests stock market movements are unpredictable, impacting active trading. This theory supports long-term investment strategies, like buy-and-hold, over short-term speculation ...

Mexican jumping beans have been a curiosity for many an inquisitive child, and yes, they really do "jump," thanks to the presence of tiny moth larvae inside the seed pods. According to a recent paper ...