I have the following situation: A variable moves +1 with prob=0.5 and -1 with prob=-0.5 ... if this Markov Chain starts at position=5 Situation 1: What is the expected time at which the variable w...

I need to generate a random path with 25 segments that never crosses itself between two locations in a 1000x1000 area. What is a good algorithm to do this? My initial idea, which generates ok resu...

I'd like to calculate the mean square displacement at all times of a 1d trajectory. I'm a novice programmer, so I've attempted it from a simulated random walk. import numpy as np import matplotlib....

About 3 years ago I coded a 2D random walk togheter with a coleague in C++, first it seemed to work properly as we obtained a diferent pattern each time. But whenever we decided to increase the num...

I have the following formula to extend the mathematical expectaion of the original random walk algorithm which is already implemented in SciKit-Image segmentation. I tried to implement the Guided ...

I have been assigned the following: "...Plot your final MSD as a function of δt. Include errorbars σ = std(MSD)/√N, where std(MSD) is the standard deviation among the different runs and N is th...

I'm pretty new to Python, but for a paper in University I need to apply some models, using preferably Python. I spent a couple of days with the code I attached, but I can't really help, what's wron...

Xn can take values of -1 or 1 each with a probability of 0.5. And Sn= Sn-1 + Xn How can I compute the partial sum observed at time n given by Sn = X1 + X2 + : : : + Xn. I'm trying to simulate a ran...

I am attempting to write a program that executes Monte Carlo simulations using OpenCL. I have run into an issue involving exponentials. When the value of the variable steps becomes large, approxima...

I am investigating the motion of a single micrometer sized particle in a low density plasma. With a so called long distance microscope I have recorded the motion of a particle (2726 images, f...

I'm simulating a one-dimensional and symmetric random walk procedure: y[t] = y[t-1] + epsilon[t] where white noise is denoted by epsilon[t] ~ N(0,1) in time period t. There is no drift in this p...

I am a biologist and applying for a job, for which I need to solve this question. It is an open book test, where the internet and any other resources are fair game. Here's the question - I'm stuck ...

I'm simulating a 2-dimensional random walk, with direction 0 < θ < 2π and T=1000 steps. I already have a code which simulates a single walk, repeats it 12 times, and saves each run into seque...

I'm building a biased correlated random walk, and I've managed to build the RW, and bias it for westerly movement. The issue: I need the walk to be bound on one (or all) side(s). The current cod...

I am looking for a JavaScript implementation of a random walk/random trend algorithm. I need something that will stick with a trend (so, just plain random deltas are out) while still staying within...

I am trying to quickly create a simulated random walk series in pandas. import pandas as pd import numpy as np dates = pd.date_range('2012-01-01', '2013-02-22') y2 = np.random.randn(len(dates))/36...

I have a finite undirected graph in which a node is marked as "start" and another is marked as "goal". An agent is initially placed at the start node and it navigates through the graph randomly, i...