Random Walks

Random Walks is a class of discrete-time stochastic processes in which the state evolves as the cumulative sum of independent (typically identically distributed) random increments, representing successive random steps on a lattice, graph, or more general state space.

7.4K

Publications

455.8K

Citations

7.8K

Authors

2.2K

Institutions

Publications per year

2017–2026

917

Variants

Random Walk

Parents

Probability TheoryStochastic ModelingStochastic Processes

Children

Asymmetric Random WalkBiased Random WalkFirst-passage PercolationFunctional Central Limit TheoremsInvariance PrinciplesLocal Limit Theorems For Random WalksPersistent Random WalksRandom Walk BridgeRandom Walk Cover TimeRandom Walk Excursions

Publications

7.4K

Probability, Random Variables, and Stochastic Processes.

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

Engineering, Mathematics, Probability Theory +7

The random walk's guide to anomalous diffusion: a fractional dynamics approach

Ralf Metzler, J. Klafter · Physics Reports · 2000 · 8.9K citations

Natural Sciences, Mathematics, Physics +16

On random graphs. I.

P. Erdős, A. Rényi · Publicationes Mathematicae Debrecen · 2022 · 5.2K citations

Natural Sciences, Computer Science, Mathematics +12

Trends and random walks in macroeconmic time series

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

Engineering, Economics, Mathematics +14

Probability: Theory and Examples.

Kathryn Prewitt, Richard Durrett · Journal of the American Statistical Association · 1992 · 3.3K citations

Engineering, Mathematics, Probability Theory +16

1–5 of 7.4K

Authors

7.8K

JK
J. Klafter
Tel Aviv University, Israel
69 publications · 20.2K citations
45
h-index
RM
Ralf Metzler
University of Potsdam, Germany
49 publications · 16.2K citations
36
h-index
SN
Satya N. Majumdar
Centre National de la Recherche Scientifique, France
55 publications · 4.3K citations
33
h-index
GH
George H. Weiss
National Institutes of Health, United States
52 publications · 6.3K citations
31
h-index
AB
A. Blumen
University of Freiburg, Germany
52 publications · 3.4K citations
30
h-index

1–5 of 7.8K

Institutions

2.2K

1–8 of 2.2K

Venues

Physical Review Letters
PRL · 244 publications · 25.9K citations
84
h-index
The Annals of Probability
374 publications · 20.9K citations
74
h-index
Physical Review E
PRE · 325 publications · 15K citations
66
h-index
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
PRE · 223 publications · 15.6K citations
64
h-index
Journal of Physics A Mathematical and General
346 publications · 16.2K citations
59
h-index

1–5