Persistent Random Walks

Persistent Random Walks is a type of stochastic process in which the direction of movement at each step exhibits temporal correlation, distinguishing it from simple random walks by incorporating persistence in the walker's orientation over time.

110

Publications

11.6K

Citations

246

Authors

193

Institutions

Publications per year

2017–2026

Variants

Correlated Random Walks

Parents

Random WalksStochastic Processes In Biophysics

Publications

110

Trends and random walks in macroeconomic time series

Pierre Perrón · Journal of Economic Dynamics and Control · 1988 · 2.5K citations

Social Sciences, Economics, Econometrics +13

How Big Is the Random Walk in GNP?

John H. Cochrane · Journal of Political Economy · 1988 · 1.3K citations

Engineering, Demography, Forecasting +12

Random walk with persistence and external bias

Clifford S. Patlak · Bulletin of Mathematical Biology · 1953 · 1K citations

Engineering, Economics, Mathematics +11

Filter Rules and Stock-Market Trading

Eugene F. Fama, Marshall E. Blume · The Journal of Business · 1966 · 847 citations

Business, Economics, Finance +14

Price Movements in Speculative Markets : Trends or Random Walks

Seth Alexander · Medical Entomology and Zoology · 1961 · 653 citations

Business, Economics, Finance +14

1–5 of 110

Authors

246

JM
Jaume Masoliver
Universitat de Barcelona, Spain
6 publications · 321 citations
6
h-index
SN
Satya N. Majumdar
Centre National de la Recherche Scientifique, France
5 publications · 227 citations
5
h-index
GH
George H. Weiss
National Institutes of Health, United States
5 publications · 537 citations
5
h-index
JM
Josep M. Porrà
Universitat de Barcelona, Spain
4 publications · 174 citations
4
h-index
OB
Olivier Bénichou
Sorbonne Université, France
3 publications · 127 citations
3
h-index

1–5 of 246

Institutions

193

1–8 of 193

Venues

Physica A Statistical Mechanics and its Applications
10 publications · 592 citations
10
h-index
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
PRE · 8 publications · 304 citations
8
h-index
Physical Review Letters
PRL · 6 publications · 544 citations
6
h-index
Physical Review E
PRE · 5 publications · 155 citations
5
h-index
Physical review. E
PRE · 4 publications · 139 citations
4
h-index

1–5