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...
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
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,...
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...