Concepedia

Random Walk Models

Random Walk Models is a stochastic process that describes the path of a particle undergoing successive random displacements in space, distinguished by its assumption of independent, identically distributed steps and Markovian dynamics without memory of prior states.

2.9K

Publications

202.8K

Citations

4.5K

Authors

1.6K

Institutions

Publications per year

2017–2026

392

Parents

Publications

2.9K

Probability, Random Variables, and Stochastic Processes.

Julia Abrahams, A. Papoulis · Journal of the American Statistical Association · 1984 · 16.4K citations · Full text

, , +7

The Variation of Certain Speculative Prices

Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations

, , +11

Trends and random walks in macroeconmic time series

Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics · 1982 · 4.7K citations

, , +14

A theory of memory retrieval.

Roger Ratcliff · Psychological Review · 1978 · 4.2K citations

, , +17

Quantum random walks

Yakir Aharonov, L. Davidovich, N. Zagury · Physical Review A · 1993 · 1.6K citations

, , +12

1–5 of 2.9K

Authors

4.5K

  1. JK
    J. Klafter

    Tel Aviv University, Israel

    29 publications · 4.6K citations

    24

    h-index

  2. GH
    George H. Weiss

    National Institutes of Health, United States

    40 publications · 1.9K citations

    23

    h-index

  3. EB
    Eli Barkai

    Bar-Ilan University, Israel

    21 publications · 3.5K citations

    21

    h-index

  4. RM
    Ralf Metzler

    University of Potsdam, Germany

    21 publications · 2.8K citations

    20

    h-index

  5. IM
    Igor M. Sokolov

    Humboldt-Universität zu Berlin, Germany

    20 publications · 1.7K citations

    17

    h-index

1–5 of 4.5K

Institutions

1.6K

  1. Centre National de la Recherche Scientifique

    Paris, France

    46 h-index

    295 publications

    14.6K citations

  2. Sorbonne Université

    Paris, France

    28 h-index

    100 publications

    4.6K citations

  3. Weizmann Institute of Science

    Rehovot, Israel

    26 h-index

    73 publications

    6.6K citations

  4. National Institutes of Health

    Bethesda, United States

    25 h-index

    78 publications

    4.9K citations

  5. Massachusetts Institute of Technology

    Cambridge, United States

    25 h-index

    55 publications

    7.2K citations

  6. Tel Aviv University

    Tel Aviv, Israel

    25 h-index

    49 publications

    5.7K citations

  7. Bar-Ilan University

    Ramat Gan, Israel

    25 h-index

    60 publications

    5.7K citations

  8. University of California, Berkeley

    Berkeley, United States

    24 h-index

    56 publications

    7.1K citations

1–8 of 1.6K

Venues

  1. Physical Review E

    PRE · 147 publications · 6.6K citations

    47

    h-index

  2. Physical Review Letters

    PRL · 76 publications · 7.3K citations

    43

    h-index

  3. Journal of Statistical Physics

    105 publications · 7K citations

    39

    h-index

  4. The Annals of Probability

    93 publications · 5K citations

    39

    h-index

  5. 37

    h-index

1–5