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

Tomoko Sakiyama, Yukio Pegio Gunji

Research output: Contribution to journalArticle

4 Citations (Scopus)

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.

Original language English 76-83 8 Physica A: Statistical Mechanics and its Applications 402 https://doi.org/10.1016/j.physa.2014.01.060 Published - May 15 2014 Yes

random walk
Randomness
Random walk
Power Law
random numbers
Random number
Relationships

Keywords

• Optimal strategy
• Power-law
• Random walk
• Randomness

ASJC Scopus subject areas

• Condensed Matter Physics
• Statistics and Probability

Cite this

In: Physica A: Statistical Mechanics and its Applications, Vol. 402, 15.05.2014, p. 76-83.

Research output: Contribution to journalArticle

@article{3f0a72cce93a4449b87d968f02c4bf91,
title = "The relationship between randomness and power-law distributed move lengths in random walk algorithms",
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, Power-law, Random walk, Randomness",
author = "Tomoko Sakiyama and Gunji, {Yukio Pegio}",
year = "2014",
month = "5",
day = "15",
doi = "10.1016/j.physa.2014.01.060",
language = "English",
volume = "402",
pages = "76--83",
journal = "Physica A: Statistical Mechanics and its Applications",
issn = "0378-4371",
publisher = "Elsevier",

}

TY - JOUR

T1 - The relationship between randomness and power-law distributed move lengths in random walk algorithms

AU - Sakiyama, Tomoko

AU - Gunji, Yukio Pegio

PY - 2014/5/15

Y1 - 2014/5/15

N2 - 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.

AB - 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.

KW - Optimal strategy

KW - Power-law

KW - Random walk

KW - Randomness

UR - http://www.scopus.com/inward/record.url?scp=84894219877&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84894219877&partnerID=8YFLogxK

U2 - 10.1016/j.physa.2014.01.060

DO - 10.1016/j.physa.2014.01.060

M3 - Article

VL - 402

SP - 76

EP - 83

JO - Physica A: Statistical Mechanics and its Applications

JF - Physica A: Statistical Mechanics and its Applications

SN - 0378-4371

ER -