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
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Amna Sajid
on 12 Aug 2020
Commented: Jae Woo Hwang
on 21 Dec 2020
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 ;
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Accepted Answer
Antonio Aguirre
on 13 Aug 2020
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)
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