نتایج جستجو برای: random walk model

تعداد نتایج: 2320959  

Journal: :Continuum Mechanics and Thermodynamics 2021

ژورنال: اقتصاد مقداری 2017

The present study investigated weak-form market information efficiency in Tehran security exchange (TSE) as an emerging market and in Dow Jones United States security exchange (DJUS) as a developed market based on random walk model. In each market, the random walk model was examined using daily and monthly returns of a set of indices. The results of the parametric and non-parametric tests indic...

Consider the random walk among N places with N(N - 1)/2 transports. We attach an exponential random variable Xij to each transport between places Pi and Pj and take these random variables mutually independent. If transports are possible or impossible independently with probability p and 1-p, respectively, then we give a lower bound for the distribution function of the smallest path at point log...

Journal: :Physica A: Statistical Mechanics and its Applications 2009

Journal: :Electronic Journal of Probability 2015

Journal: :Journal of Business Anthropology 2020

Journal: :Europhysics Letters (EPL) 2004

Journal: :Transactions of the American Mathematical Society 1962

Journal: :Electronic Communications in Probability 2003

Journal: :Electronic Journal of Probability 2022

Recently, in [11], the “coin-turning walk” was introduced on Z. It is a non-Markovian process where steps form (possibly) time-inhomogeneous Markov chain. In this article, we follow up investigation by introducing analogous processes Zd,d≥2: at time n direction of “updated” with probability pn; otherwise next step repeats previous one. We study some fundamental properties these walks, such as t...

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