Brownian motion, or random walk, can be regarded as the trace of some cumulative normal random numbers.
Number of points in the scatterplot
Arguments passed to
other arguments passed to
The location of the next step is “current location + random Gaussian numbers”, i.e.,
x[k + 1] = x[k] + rnorm(1)
y[k + 1] = y[k] + rnorm(1)
where (x, y) stands for the location of a point.
The maximum number of steps in the motion is specified in
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