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4 - Random Walks and Brownian Diffusion

Published online by Cambridge University Press:  29 April 2019

Philip D. Gingerich
Affiliation:
University of Michigan, Ann Arbor
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Summary

A random walk is a pattern of change or movement in successive steps, with the change at each step governed by chance, independent of what came before. Time t is the independent variable in random walks and in evolution. Other measures such as displacement d or cumulative displacement s are dependent variables because they change as a function of time. An evolutionary random walk is a time series with successive si drawn from repeated iteration of si + 1 = si ± d0, where d0 is a random variable drawn from a normal distribution with mean μ and standard deviation σ. Rates are ratios. The step rate r0, moving to the left or right, is ±r0 = ±d0 / i0, which defines the relationship of d0 and i0. Individual random walks are by nature unpredictable and idiosyncratic, with a wide range of possible behaviors. Random walks aggregated as Brownian diffusion share some common characteristics: (1) terminal values are normally distributed with most random walks near their starting point and few in each tail; (2) the variance of the aggregate increases as a constant proportion of time; and (3) the standard deviation of the aggregate increases as the square root of time.
Type
Chapter
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Rates of Evolution
A Quantitative Synthesis
, pp. 64 - 78
Publisher: Cambridge University Press
Print publication year: 2019

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