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UAI
2003
15 years 25 days 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»
15 years 3 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
15 years 25 days 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»
14 years 11 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