MATLAB Answers

How to apply Random walks ?

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ahmed elnashar
ahmed elnashar on 11 May 2012
Edited: Image Analyst on 22 Jan 2020
If I'ave axes (x,y) and i want to apply random walk on it.is there a function in matlab stands for this .

Answers (3)

John D'Errico
John D'Errico on 11 May 2012
xy = cumsum(-1 + 2*round(rand(1000,2)),1);
Why do you need a function?

Image Analyst
Image Analyst on 11 May 2012
Edited: Image Analyst on 22 Jan 2020
Try this nice graphical demo:
% Demo to do a random walk in 2 dimensions.
% User is asked for the number of steps to take.
% By Image Analyst
clc; % Clear the command window.
clearvars;
close all; % Close all figures (except those of imtool.)
workspace; % Make sure the workspace panel is showing.
fontSize = 20;
format compact;
% Ask user for a number of steps to take.
defaultValue = 15;
titleBar = 'Enter an integer value';
userPrompt = 'Enter the number of steps to take: ';
caUserInput = inputdlg(userPrompt, userPrompt, 1, {num2str(defaultValue)});
if isempty(caUserInput),return,end; % Bail out if they clicked Cancel.
integerValue = round(str2num(cell2mat(caUserInput)));
% Check for a valid integer.
if isnan(integerValue)
% They didn't enter a number.
% They clicked Cancel, or entered a character, symbols, or something else not allowed.
integerValue = defaultValue;
message = sprintf('I said it had to be an integer.\nI will use %d and continue.', integerValue);
uiwait(warndlg(message));
end
numberOfSteps = integerValue;
deltax = rand(numberOfSteps) - 0.5;
deltay = rand(numberOfSteps) - 0.5;
xy = zeros(numberOfSteps,2);
for step = 2 : numberOfSteps
% Walk in the x direction.
xy(step, 1) = xy(step, 1) + deltax(step);
% Walk in the y direction.
xy(step, 2) = xy(step, 2) + deltay(step);
% Now plot the walk so far.
xCoords = xy(1:step, 1);
yCoords = xy(1:step, 2);
plot(xCoords, yCoords, 'bo-', 'LineWidth', 2);
hold on;
textLabel = sprintf('%d', step);
text(xCoords(end), yCoords(end), textLabel, 'fontSize', fontSize);
end
% Mark the first point in red.
hold on;
plot(xy(1,1), xy(1,2), 'rs', 'LineWidth', 2, 'MarkerSize', 25);
textLabel = '1';
text(xy(1,1), xy(1,2), textLabel, 'fontSize', fontSize);
grid on;
% Mark the last point in red.
plot(xCoords(end), yCoords(end), 'rs', 'LineWidth', 2, 'MarkerSize', 25);
title('Random Walk', 'FontSize', fontSize);
xlabel('X', 'FontSize', fontSize);
ylabel('Y', 'FontSize', fontSize);
% Enlarge figure to full screen.
set(gcf, 'units','normalized','outerposition',[0 0 1 1]);
% Calculate the distance from the origin.
distanceFromOrigin = hypot(xCoords(end), yCoords(end));
message = sprintf('Done with demo!\nDistance of endpoint from origin = %.3f', distanceFromOrigin);
msgbox(message);
0000 Screenshot.png
  4 Comments
Image Analyst
Image Analyst on 29 Jul 2019
My code does not ask the user for any "seeds". My code asks the user for the number of steps. From then it's automatic, though of course you could alter any of the variables you want.

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Richard Willey
Richard Willey on 11 May 2012
MATLAB includes a wide variety of functions that can be used to simulate a random walk. Depending on what precisely you want to do you can use anything from the "rand" function in base MATLAB to bm (a function in Econometric Toolbox to model Brownian motion).
The following file exchange submission includes some good examples that a MathWorks Application Engineer developed to illustrate random walks.

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