Random Walks in MATLAB

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

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.