Showing posts with label Rndom walks in numpy. Show all posts
Showing posts with label Rndom walks in numpy. Show all posts

Thursday, July 16

Random Walks example Using Numpy module

An illustrative application of utilizing array operation is in the simulation of random walks. Let's first consider a simple random walks starting at 0 with steps of 1 and -1 occurring with equal probability.   
                    The walk is simply the cumulative sum of the random steps and could be evaluated as an array expression. Thus, I use the np.random module to draw 1000 coin flips at once ,set these to 1 to -1, and compute the cumulative sum :
 

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