/Monte-Carlo-random-walk

Monte Carlo 1D random walk using multiple methods

Primary LanguageMATLABMIT LicenseMIT

Monte-Carlo-random-walk

File contains one dimensional monte carlo random walk using standard for/if loop methodology & vectorized version. Code also plots the time it takes to walk N steps for r runs. Mainly used to demonstrate good practices for large datasets.

Noticable difference for N > 100 steps.