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

Tomoko Sakiyama*, Yukio Pegio Gunji

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)76-83
Number of pages8
JournalPhysica A: Statistical Mechanics and its Applications
Volume402
DOIs
Publication statusPublished - 2014 May 15
Externally publishedYes

Keywords

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

ASJC Scopus subject areas

  • Statistics and Probability
  • Condensed Matter Physics

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