
#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') 


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