RANDOM_WALK_1D_SIMULATION
Simulation of a Random Walk in a 1D Region


RANDOM_WALK_1D_SIMULATION is a MATLAB program which simulates a random walk in a 1D region.

The program RANDOM_WALK_1D_PLOT() plots the trajectories of one or more random walks. The plot becomes unreadable after 10 or 20 such trajectories.

The program RANDOM_WALK_1D_SIMULATION() plots averaged data for any number of random walks that each use the same number of steps. The data plotted is the average and maximum of the distance squared at each time step. The average distance squared should behave like the number of time steps.

Usage:

random_walk_1d_plot ( step_num )
where After the walk is plotted, the user can hit RETURN to take another walk of the same length, which will be plotted together with the previous walks.

random_walk_1d_simulation ( step_num, walk_num )
where

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

RANDOM_WALK_1D_SIMULATION is available in a MATLAB version.

Related Data and Programs:

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Reference:

  1. Martin Gardner,
    The Mathematical Circus,
    Mathematics Association of America, 1996,
    ISBN13: 978-0883855065,
    LC: QA95.G287.
  2. Ian Stewart,
    "Repealing the Law of Averages",
    Scientific American,
    Volume 278, Number 4, April 1998, pages 102-104.

Source Code:

Examples and Tests:

You can go up one level to the MATLAB source codes.


Last revised on 09 November 2009.