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How to apply Random walks ?

Asked by ahmed elnashar on 11 May 2012
Latest activity Commented on by Image Analyst
on 29 Jul 2019 at 0:56
If I'ave axes (x,y) and i want to apply random walk on it.is there a function in matlab stands for this .

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3 Answers

John D'Errico
Answer by John D'Errico
on 11 May 2012

xy = cumsum(-1 + 2*round(rand(1000,2)),1);
Why do you need a function?

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Image Analyst
Answer by Image Analyst
on 11 May 2012

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);

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Image Analyst
on 28 Jul 2019 at 15:46
Not sure what you mean, but sure, give it a try.
Is this automatic or semi automatic? I guess it needs the user to define seeds. Is there an option for this to be automated?
Image Analyst
on 29 Jul 2019 at 0:56
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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Answer by 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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