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CPC
2006
53views more  CPC 2006»
13 years 4 months ago
Simulating a Random Walk with Constant Error
Joshua N. Cooper, Joel Spencer
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
DAC
2003
ACM
14 years 5 months ago
Random walks in a supply network
This paper presents a power grid analyzer based on a random walk technique. A linear-time algorithm is first demonstrated for DC analysis, and is then extended to perform transien...
Haifeng Qian, Sani R. Nassif, Sachin S. Sapatnekar
EJC
2007
13 years 4 months ago
Deterministic random walks on the integers
Jim Propp’s P-machine, also known as the ‘rotor router model’ is a simple deterministic process that simulates a random walk on a graph. Instead of distributing chips to ran...
Joshua N. Cooper, Benjamin Doerr, Joel H. Spencer,...
CORR
2010
Springer
185views Education» more  CORR 2010»
13 years 4 months ago
Estimating and Sampling Graphs with Multidimensional Random Walks
Estimating characteristics of large graphs via sampling is a vital part of the study of complex networks. Current sampling methods such as (independent) random vertex and random w...
Bruno F. Ribeiro, Donald F. Towsley