Paul Johnson - Department of Mathematics

This uses simple random number generation to create a random walk model. The model is built from the equation $W(t+\Delta t) = W(t) + \mu \Delta t + \sigma \sqrt{\Delta t} \phi$ where $\phi$ is a normally distributed random number with mean 0 and variance 1.

Growth Rate (

$\mu$ ):
Standard Deviation (

$\sigma$ ):
Total time (

$T$ ):
Number of steps

$\bigg(n = \frac{T}{\Delta t}\bigg)$ :
Number of paths to plot:

Results will appear here.

Random Walk Generator