The Random Walk
How to Beat the Random Walk
... 5 Concluding remarks A sizeable empirical literature studies the forecasting ability of different mod- els of exchange rate determination. Typically, structural models do not con- tain more information about future ...
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The Random Walk of High Frequency Trading
... Gaussian random walk subordinated by an appropriate stochastic ...Gaussian random walk to arrive at a hierarchical model of returns in clock ...faster random walks generated by periods ...
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Random walk on the range of random walk
... simple random walk scaling properties for i = ...the random walk X moving logarithmically more quickly away from 0 with respect to Euclidean distance than in higher ...
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ON THE RANGE OF A RANDOM WALK IN A TORUS AND RANDOM INTERLACEMENTS
... density of a box of side n, which essentially means that it is crossed top to bottom (traversed) by the random walk an order of n d −2 times. A union bound then gives that w.h.p. all log 4 N -sided ...
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Random walk attachment graphs
... the random walk attachment graph introduced by Saramäki and Kaski and proposed as a mechanism to explain how behaviour similar to preferential at- tachment may appear requiring only local ...the ...
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Random Walk Decay Centrality
... Our axiomatic characterizations highlight two di ff erences between the Random Walk Decay centrality and PageRank. In this section, we focus on these two di ff erences and show how they a ff ect the ...
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Random walk in random environment with asymptotically zero perturbation
... the random walk in random environment on Z + = { 0, 1, 2, ...the random en- vironment is subject to a vanishing ...in random environments and for Markov chains with asymptotically zero ...
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Random walk in a high density dynamic random environment
... the walk stands still for a long time, allowing the environment to lose ...independent random walks are not ...dynamic random environments that are not cone-mixing for which a strong law of large ...
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A crossover for the bad configurations of random walk in random scenery
... the random color record, a naive guess is that all configurations are bad when p = 1 2 because the random walk is recurrent, while all configurations are good when p ∈ ( 1 2 , 1 ] because the ...
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Random walk with barycentric self-interaction
... In the case β ∈ [0, 1), we have the following result, which completes the recurrence classification for X n − G n and also gives a detailed account of the asymptotic behaviour of the random walk X n . In ...
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Random walk centrality for temporal networks
... the random walk under periodic boundary conditions and regard temporal network data as sequences of snapshots, each of which is an observation of a network within a given time ...the random ...
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Eavesdropper localization in random walk channels
... in Random Walk Channels Weisi Guo 1 , Yansha Deng 2 , Bin Li 3 , Chenglin Zhao 3 , Arumugam Nallanathan 2 Abstract—Eavesdroppers are notoriously difficult to detect and locate in traditional wireless ...
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A permuted random walk exits faster
... simple random walk on G with X 0 ∼ µ and I u = { i 1 , ...the random walk is at a vertex i ∈ I u it has probability r i /d of jumping directly to ...
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Eigenvectors for a random walk on a hyperplane arrangement
... the random walk’s stationary ...BHR random walk to the setting of certain semigroup algebras, showing in particular that the diagonalization result held there as ...the random walk’s ...
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An Empirical Examination Of Random Walk Hypothesis
... the Random Walk Hypothesis (RWH) in the finance literature. The random walk theory states that historical prices cannot be used to predict the future price ...
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New Results for Random Walk Learning
... the random walk model, although no random walk model for product distributions is clearly ...product random walk model that we have ...
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Random Walk and Feedback on Scholarly Network
... 2. RELATED WORK Pseudo relevance feedback, also known as blind relevance feed- back, provides a way for automatic local analysis. When the user judgments or interactions are not available, it turns out to be an ef- ...
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Bad configurations for random walk in random scenery and related subshifts
... the random process that is obtained by looking at a random scenery on Z d along the path of a random walk on Z d ...This random process, which is called random walk in ...
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ONE-DIMENSIONAL RANDOM WALKS 1. SIMPLE RANDOM WALK
... one-dimensional random walk whose step distribution has mean zero will re- visit its starting point infinitely many ...such random walk will revisit its starting point at least ...a ...
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Random walk in random scenery: A survey of some recent results
... Theorems 2.14 and 2.15 rely on a full classification of the bad configurations. What drives these results are the same intersection properties of the random walk that are behind Theorem 2.5. We point out ...
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