Matlab: Plotting multiple paths (random walk)


by spenghali
Tags: matlab, multiple, paths, plotting, random, walk
spenghali
spenghali is offline
#1
Jan30-11, 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')
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