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Random Walks in MATLAB

These files show how MATLAB can be used to simulate random walks both on a lattice in N-dimensions and on a graph. The zip file contains the following:

RandDir: generates a random basis vector on a lattice

RandGraphMove: Given a connection matrix for a graph generates a random neighbouring node to the one currently occupied

RandomWalks: script file to demonstrate the use of these files using the SDE engine in the econometrics toolbox

RandomWalks_NoEconometrics: Version of the preivous file which does no rely on the econometrics toolbox

DemoData.mat: Mat file for graph example

Demo_Image.gif: Image file for graph example.

The files RandDir and RandGraphMove generate random motions for a random walk on a lattive and on a graph respectively. The Files RandomWalks and RandomWalks_NoEconometrics run through a series of examples firstly going through random walks in 1, 2 and 3 dimensions and then performing a random walk on the London Underground.

The file RandomWalks uses the SDE engine in the Econometrics toolbox to perfrom the random walks, whereas RandomWalks_NoEconometrics uses for loops instead. I've foudn the version using the econometrics toolbox to be faster.