Register to reply 
Matlab: Plotting multiple paths (random walk) 
Share this thread: 
#1
Jan3011, 08:11 PM

P: 14

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') 


Register to reply 
Related Discussions  
Plotting multiple polynomials in matlab  Math & Science Software  1  
Random walk  Advanced Physics Homework  3  
Random walk  Calculus & Beyond Homework  7  
Random walk (3)  Calculus & Beyond Homework  0  
Random walk (2)  Calculus & Beyond Homework  0 