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Simulation of Random Walk

version 1.1.0.0 (814 KB) by QiQin Zhan
Random walk model is made to explain the Brownian motion.

2.8K Downloads

Updated 13 Feb 2014

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In this simulation, we assume that there's a group of drunkards walking from same area at the same time. Then we can make the following hypothesis. The walking speed is same and they cannot affect each other. The distance of a step they walk is distributed uniformly in a certain range. After some walks, it is obvious that there will be a distribution for the number of drunkards on the plain. What we do is to display the probability density function by simulation. It can be proved that the distribution is subject to the Weibull distribution.The function is,
f=6r*exp(-3*r^2/(na^2))/(na^2)
f —— describes the probability density of the drunkards at distance r
n —— describes the number of steps they have walked
a —— describes the range of a drunkard walked each time

We can see from the simulation that the theoretical function is quite similar with the experimental function, showing the correctness of this model. If you want to know the theoretical model of this simulation, contact the author by email.

Cite As

QiQin Zhan (2021). Simulation of Random Walk (https://www.mathworks.com/matlabcentral/fileexchange/45536-simulation-of-random-walk), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: Maximize window, export_fig

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