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UAI
2003
13 years 6 months ago
Markov Random Walk Representations with Continuous Distributions
We propose a framework to extend Markov random walks (Szummer and Jaakkola, 2001) to a continuum of points. In this framework, the transition probability between two points is the...
Chen-Hsiang Yeang, Martin Szummer
SACRYPT
2001
Springer
110views Cryptology» more  SACRYPT 2001»
13 years 9 months ago
Random Walks Revisited: Extensions of Pollard's Rho Algorithm for Computing Multiple Discrete Logarithms
This paper extends the analysis of Pollard’s rho algorithm for solving a single instance of the discrete logarithm problem in a finite cyclic group G to the case of solving more...
Fabian Kuhn, René Struik
WSC
2001
13 years 6 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin
CORR
2002
Springer
91views Education» more  CORR 2002»
13 years 5 months ago
Quantum Random Walks Hit Exponentially Faster
We show that the hitting time of the discrete time quantum random walk on the n-bit hypercube from one corner to its opposite is polynomial in n. This gives the first exponential ...
Julia Kempe