RANDOM_WALK_2D_SIMULATION
Simulation of a Random Walk in a 2D Region


RANDOM_WALK_2D_SIMULATION, a MATLAB program which simulates a random walk in a 2D region.

The program RANDOM_WALK_2D_PLOT plots the trajectories of one or more random walks.

The program RANDOM_WALK_2D_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_2d_plot ( step_num, walk_num )
where

random_walk_2d_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_2D_SIMULATION is available in a MATLAB version.

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random_walk_2d_simulation_test

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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:


Last revised on 11 March 2019.