simulate a random walk in 1D which can move both in x and -x direction and plot it using normal distribution with standard deviation1 and mean 0

want tosimulate a random walk in one dimension such that a particle is at the origin (Name this point as A). The particle can move in both the directions (say x and -x). The step to move should be generated as a normal random variable with 0 mean and standard deviation equal to 1. how get steps for normal distribution??

N = 500 ; % number of steps

X = 1; % number of dimensions

% positions, starting at (0,0,...,0)

P = cumsum(full(sparse(1:N, randi(X,1,N), [0 2*randi([0 1],1,N-1)-1], N, X))) ;

% visualisation

figure ;

hold on ;

for k=1:size(P,2),

plot(1:size(P,1),P(:,k),'.-') ;

text(size(P,1),P(end, k), sprintf(' dim %d',k)) ;

end

xlabel('Step') ;

ylabel('Position') ;

hold off ;

Answer 1

[Antonio Aguirre]

To generate a single random number from a normal distribution you can excute the following code:

% Where r is a random number from a distribution have a mean of zero and standard deviation of 1
r = normrnd(0,1)

[Jae Woo Hwang]

Thank you :)

Answer 2

[Image Analyst]

See attached random walk demos.