Disordered Random Walks

By treating steps of a random walk as components of a random vector, a random walk model is constructed resorting to the procedure used to generate disordered random matrices. It is shown that the disordered random walk interpolates between a Gaussian random walk and a correlated random walk with heavy-tailed distribution.

Automated summary

By representing each step of a random walk as a component of a random vector, a random walk model is created using a method for generating disordered random matrices. The study demonstrates that the disordered random walk lies between a Gaussian random walk and a correlated random walk with a heavy-tailed distribution.