Comment by JohnKemeny
5 days ago
But a random walk is precisely a stochastic process for which the _next state_ depends only on the _current state_. In terms of graphs (where _random walk_ comes from), the next node is decided by randomly selecting a neighbor of the current node.
That's not true for random walks in general I don't think. A random walk is a process derived from taking random steps in some mathematical space. It can include jumps and it can include memory.
Take a "path-avoiding" random walk. At time t the distribution of the next step depends on whether or not I have at some point hit any of the adjacent nodes in the current path. That's not the current state, that's memory.
A random walk on a graph is a stochastic process that starts at a vertex and, at each step, moves to a randomly chosen neighboring vertex. Formally:
Given a graph, a random walk is a sequence of vertices [v1, v2, ..., vk] such that each v{i+1} is selected uniformly at random from the neighbors of vi.
In weighted graphs, the next vertex is chosen with probability proportional to edge weights.
I’m pretty sure it’s not a requirement that the distribution is uniform and also not path-dependent as per the example I gave - a random walk where you’re not allowed to visit a node more than once.
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But also "the memory" of the random walk can be encoded in a state itself. In your example you can just keep accumulating the visited nodes, so your state space will be now the space of tuples of nodes from your initial space.