eli5: Random Walks Used For Prediction

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I am learning python at the moment and have just been introduced to the concept of Random Walks.

The lesson taught me how to code one and explained that it is used for data modeling in a number of different disciplines, but it didn’t explain how/why.

Can someone help me understand how a Random walk can be used in practice?

Thanks in advance.

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3 Answers

Anonymous 0 Comments

In science, random walks and similar systems can be used to calculate a lot of things that would be super difficult to do analytically

For astrophysics I’ve done it to do things like see how long it takes a photon to escape from the center of the sun and reach earth using different models on how we think the sun behaves internally, I currently use similar techniques to do curve fitting on data to find values for things like how fast the universe expands

Doing one single random walk probably won’t help you, but in doing a bunch of them you can usually skip over some heavy/hardcore/impossible math to get something close enough to the right answer instead of the exact one by seeing how your walker behaves in the environment/model you give it

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