R help - Jun 2011 - 2d rndom walk

Hi all,

Can anyone please tell me how to calculate the expected distance covered in
a 2d random walk. Please!

--
View this message in context:
http://r.789695.n4.nabble.com/2d-rndom-walk-tp3632468p3632468.html
Sent from the R help mailing list archive at Nabble.com.

On Jun 29, 2011, at 6:01 AM, Komal wrote:
> Hi all,
>
> Can anyone please tell me how to calculate the expected distance  
> covered in
> a 2d random walk. Please!
If  the "2d random walk" is the binomial version you were looking at  
in Jim Holtmans' function from Dec 2010 on a 2D lattice, would it be  
trivially (and with zero variance) either t*2 or t*sqrt(2) depending  
on whether you define the term "distance travelled" by the edges of  
successive squares or by their diagonals?

-- 

David Winsemius, MD
West Hartford, CT

walk.2d<-function(n)
{
rw <- matrix(0, ncol = 2, nrow = n) 

# generate the indices to set the deltas 
indx <- cbind(seq(n), sample(c(1, 2), n, TRUE))
 
# now set the values 
rw[indx] <- sample(c(-1, 1), n, TRUE)

# cumsum the columns 
rw[,1] <- cumsum(rw[, 1]) 
rw[,2] <- cumsum(rw[, 2])

return(rw[,1],rw[,2])

}
n<-1000

plot(walk.2d(n),
type="n",xlab="x",ylab="y",main="Random Walk
Simulation In
Two Dimensions",xlim=range(rw[,1]),ylim=range(rw[,2])) 

        # use 'segments' to color each path 
segments(head(rw[, 1], -1), head(rw[, 2], -1), tail(rw[, 1], -1), tail(rw[,
2], -1), col ="blue")


This code is giving me error in the return()... what to write in return()???
please help.


--
View this message in context:
http://r.789695.n4.nabble.com/2d-rndom-walk-tp3632468p3633249.html
Sent from the R help mailing list archive at Nabble.com.