Matlab: Plotting multiple paths (random walk)

  1. 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')
     
    Last edited: Jan 30, 2011
  2. jcsd
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