phenomenon

random walk

A stochastic process where a system's state evolves through random steps, often used to model diffusion.
25 related articles

Description

A random walk is a mathematical model of a path that consists of a sequence of random steps. It is the simplest and most universal description of diffusion: a particle (or a molecule, an animal, or even a stock price) that moves in such a way that each step is independent of the previous ones. The random walk explains why a drop of ink spreads in water, how heat conducts through a solid, and how the path of a drunkard wandering from a lamppost ends up, on average, at a distance proportional to the square root of the number of steps.

History

The random walk was first formalized by Karl Pearson in 1905, who posed it as a problem in Nature, and independently by Albert Einstein in his 1905 paper on Brownian motion, where he derived the diffusion equation from random molecular collisions. The mathematical theory was later developed by George Pólya and William Feller.

How it works

In the simplest case, a walker on a line takes a step left or right with equal probability. After N steps, the expected position is zero, but the expected distance from the start grows as √N. This square-root scaling is the hallmark of diffusion: the mean squared displacement grows linearly with time. In more complex settings, the steps can have different lengths, directions, or probabilities, but the central limit theorem ensures that many random walks converge to the same diffusive behavior. In quantum mechanics, the same idea applies to the evolution of a wavefunction under random perturbations, leading to phenomena like Anderson localization.

In practice

Random walks model diffusion in physics and chemistry, stock price fluctuations in finance, animal foraging patterns in biology, and the spread of rumors or diseases in networks.

Fun fact

In a 2D random walk, the walker returns to the origin with probability 1, but in 3D, the probability is only about 0.34 — meaning a drunk ant on a plane will always come home, but a drunk bird might get lost forever.

Concept graph →

Related articles · 25

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Biological Physics2026-02-261 minarXiv:2602.23324express
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Medical Physics2026-02-191 minarXiv:2602.17553express
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Complexity on Graphs: How Quantum Walks Speed Up Time
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Disordered Systems2026-01-031 minarXiv:2601.01243express
Electricity in Disordered Materials: Electron Hopping
In disordered materials, such as organic semiconductors or inks made from two-dimensional materials, electrons don't move smoothly like water through a pipe. Instead, they hop from one spot to another, like a ball bouncing across a rough surface. This kind of motion is called hopping transport.
Statistical Mech2026-01-031 minarXiv:2601.01293express
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Quantum Physics2025-12-032 minarXiv:2512.03681express
Quantum Walks and Oscillator Networks: A Mathematical Duality
Two seemingly incompatible mathematical languages describe a single quantum reality. The first is the language of quantum walks: here, a particle (such as an electron or even a quasiparticle in a condensed medium) takes a stroll on a graph, simultaneously exploring all possible paths — much like a pedestrian in an unfamiliar city instantly finding…
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