Constrained Random Walk

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This Demonstration simulates a random walk of a particle constrained within a square. An impermeable wall divides the square into two equal parts and has a central opening that lets the particle move between the two halves.


The particle starts at the red locator and ends at the green circle; you can drag the red locator.

Each successive step of the particle is a vector with standard normal components. This results in the angle following a uniform distribution and the norm following a Rayleigh distribution.


Contributed by: Erik Mahieu (July 2013)
Open content licensed under CC BY-NC-SA




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