The relationship between randomness and power-law distributed move lengths in random walk algorithms

Tomoko Sakiyama and Yukio-Pegio Gunji

Physica A: Statistical Mechanics and its Applications, 2014, vol. 402, issue C, 76-83

Abstract: Recently, we proposed a new random walk algorithm, termed the REV algorithm, in which the agent alters the directional rule that governs it using the most recent four random numbers. Here, we examined how a non-bounded number, i.e., “randomness” regarding move direction, was important for optimal searching and power-law distributed step lengths in rule change. We proposed two algorithms: the REV and REV-bounded algorithms. In the REV algorithm, one of the four random numbers used to change the rule is non-bounded. In contrast, all four random numbers in the REV-bounded algorithm are bounded. We showed that the REV algorithm exhibited more consistent power-law distributed step lengths and flexible searching behavior.

Keywords: Optimal strategy; Random walk; Randomness; Power-law (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:402:y:2014:i:c:p:76-83

DOI: 10.1016/j.physa.2014.01.060

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