Self-Similarity in Random Walk

Initializing live version
Download to Desktop

Requires a Wolfram Notebook System

Interact on desktop, mobile and cloud with the free Wolfram Player or other Wolfram Language products.

A random walk is a simple stochastic process in which a position of an object is translated by some random value, e.g., , at every time step. Despite its mathematical simplicity, the long-term trajectory of a random walk demonstrates stochastic self-similarity, a.k.a. fractal property. One can slide the "scale" controller to observe that the macroscopic shape of the trajectory doesn't change very much at different scales.

Contributed by: Hiroki Sayama (March 2011)
Open content licensed under CC BY-NC-SA


Snapshots


Details



Feedback (field required)
Email (field required) Name
Occupation Organization
Note: Your message & contact information may be shared with the author of any specific Demonstration for which you give feedback.
Send