Concept
Random walk
A path built by taking each step in a direction chosen at random, independently of the ones before.
Named by 2 essays across one field — each of them below, with the objects they name alongside it.
A walk that always comes home, until it does not
Step left or right at random, forever, and the walk returns to where it started with certainty. On a grid it also returns. In space it does not, and about a third of walks leave and never come back.
The rule that forgets where it came from
A walk between a few states, with the next step decided by the current one and nothing else. Run it long enough and the starting point stops mattering — but only when two conditions hold, and both of them have a picture in which they fail.
Named alongside it
The objects these essays reach for when they reach for this one.
ConvergenceLimitBinomial distributionDiffusionEigenvectorFixed pointIndependenceInvariantMarkov chainMatrixNormal distributionParity