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CPC
2006
53views more  CPC 2006»
13 years 11 months ago
Simulating a Random Walk with Constant Error
Joshua N. Cooper, Joel Spencer
WSC
2001
14 years 10 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
DAC
2003
ACM
14 years 12 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 11 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 11 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