Are random walks random?

J. Nogués, J.L. Costa-Krämer and K.V. Rao

Physica A: Statistical Mechanics and its Applications, 1998, vol. 250, issue 1, 327-334

Abstract: Random walks have been created using the pseudo-random generators in different computer language compilers (BASIC, PASCAL, FORTRAN, C++) using a Pentium processor. All the obtained paths have apparently a random behavior for short walks (∼214 steps). From long random walks (233 steps) different periods have been found, the shortest being 218 for PASCAL and the longest 231 for FORTRAN and C++, while BASIC had a 224 steps period. The BASIC, PASCAL and FORTRAN long walks had even (2 or 4) symmetries. The C++ walk systematically roams away from the origin. Using deviations from the mean-distance rule for random walks, 〈d2〉∝N, a more severe criterion is found, e.g. random walks generated by a PASCAL compiler fulfills this criterion to N< 10000.

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:250:y:1998:i:1:p:327-334

DOI: 10.1016/S0378-4371(97)00540-2

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