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sengupta/RandomWalk.sce

Created May 8, 2011 18:33
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One Dimensional Random Walk
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RandomWalk.sce
// One Dimensional Random Walk
// http://en.wikipedia.org/wiki/Random_walk
PossibleSteps = [1, -1] // Assuming you can only go ahead by one step or backwards by one step
Start = 0 // Start at 0 on the number line
NumberOfSteps = 1000
StepsTaken = sample(NumberOfSteps, PossibleSteps); // Take a random step ahead or back
n = length(StepsTaken)
Path = StepsTaken*triu(ones(n, n)); // Find the cumulative position
plot2d(Path)
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