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Random Walks in MATLAB

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Files which simulate random walks on a lattice and on a graph

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Editor's Note: This file was selected as MATLAB Central Pick of the Week

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.

Comments and Ratings (4)


Binh (view profile)

yan Chen


Hey this is really cool. One question, though. I'm trying to use the same principle on a different transportation system. What do the different parts of the DemoData represent?



Updated license


Corrected image file


Now includes the main script published to html.

MATLAB Release
MATLAB 7.7 (R2008b)

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