- #1
spenghali
- 14
- 0
I have created a code to simulate a scaled random walk, but I need to now modify it to generate 1000 paths and then estimate the variance with n = 100, for t = 0.25, 0.5, 0.75 and 1. Can anyone help out with how to generate all 1000 paths? Sorry if this is painfully easy, I am a complete matlab/coding noob.
clear;
N = 10
t = (0:1:N)';
X = [0; cumsum(2*(rand(N,1)>0.5)-1)];
plot(t/N,X(1:N+1)/sqrt(N));
axis([0 1 -2 2]);
title(['Uniform Sample 1000 steps'])
ylabel('Position')
xlabel('Time')
clear;
N = 10
t = (0:1:N)';
X = [0; cumsum(2*(rand(N,1)>0.5)-1)];
plot(t/N,X(1:N+1)/sqrt(N));
axis([0 1 -2 2]);
title(['Uniform Sample 1000 steps'])
ylabel('Position')
xlabel('Time')
Last edited: