Meaning of random walk in English:

random walk


  • The movements of an object or changes in a variable that follow no discernible pattern or trend.

    ‘This book popularized the ideas that the stock market is efficient and that its prices follow a random walk.’
    • ‘For example, the path taken by an individual molecule in a gas is very well modeled as a random walk, entirely probabilistic in its nature.’
    • ‘We observe good random walks for all these quantities.’
    • ‘This means that these variables follow random walks, but they could be related to each other in meaningful long-run relationships.’
    • ‘Much later Donsker gave a full proof of the convergence of random walks to Brownian motion.’