Unpredictable, step-by-step market movements.

The random walk hypothesis is a financial theory stating that stock market prices evolve according to a random walk (so price changes are random) and thus cannot be predicted.

A Random Walk Down Wall Street, written by Burton Gordon Malkiel, a Princeton University economist, is a book on the subject of stock markets which popularized the random walk hypothesis.

In network science, a biased random walk on a graph is a time path process in which an evolving variable jumps from its current state to one of various potential new states; unlike in a pure random walk, the probabilities of the potential new states are unequal.

In mathematics, loop-erased random walk is a model for a random simple path with important applications in combinatorics, physics and quantum field theory.

In probability theory, a branching random walk is a stochastic process that generalizes both the concept of a random walk and of a branching process.

In mathematics, a continuous-time random walk is a generalization of a random walk where the wandering particle waits for a random time between jumps.