Random Walk Experiment

Description

The experiment consists of running the symmetric random walk process on the discrete time interval \( \{0, 1, \ldots, n\} \). That is, the process starts at position 0 and at each time step, independently of the past, the postion either increases by 1 or decreases by 1, each with probability \( \frac{1}{2} \). The random variables of interest are

These variables are recorded in the data table. The path of the random walk is shown in red in the top graph on each update. Red dots are shown at the points on the graph corresponding to the final position and last zero, and a red dot is shown on the \(y\)-axis corresponding to the maximum position. The distribution of the selected variable is described in the distribution graph and table. The number of steps \(n\) can be varied with the scrollbar.