Note

Click here to download the full example code

# Create a random walk processΒΆ

This example details first how to create and manipulate a random walk.

A random walk is a process where discretized on the time grid such that:

where and is a white noise of dimension .

The library proposes to model it through the object *RandomWalk* defined
thanks to the origin, the distribution of the white noise and the time
grid.

```
from __future__ import print_function
import openturns as ot
import openturns.viewer as viewer
from matplotlib import pylab as plt
import math as m
ot.Log.Show(ot.Log.NONE)
```

Define the origin

```
origin = [0.0]
```

Define an 1-d mesh

```
tgrid = ot.RegularGrid(0.0, 1.0, 500)
```

1-d random walk and discrete distribution

```
dist = ot.UserDefined([[-1], [10]],[0.9, 0.1] )
process = ot.RandomWalk(origin, dist, tgrid)
sample = process.getSample(5)
graph = sample.drawMarginal(0)
graph.setTitle('1D Random Walk with discrete steps')
view = viewer.View(graph)
```

1-d random walk and continuous distribution

```
dist = ot.Normal(0.0, 1.0)
process = ot.RandomWalk(origin, dist, tgrid)
sample = process.getSample(5)
graph = sample.drawMarginal(0)
graph.setTitle('1D Random Walk with continuous steps')
view = viewer.View(graph)
```

Define the origin

```
origin = [0.0]*2
```

color palette

```
pal = ['red', 'cyan', 'blue', 'yellow', 'green']
```

2-d random walk and discrete distribution

```
dist = ot.UserDefined([[-1., -2.], [1., 3.]], [0.5, 0.5])
process = ot.RandomWalk(origin, dist, tgrid)
sample = process.getSample(5)
graph = ot.Graph('2D Random Walk with discrete steps', 'X1', 'X2', True)
for i in range(5) :
graph.add(ot.Curve(sample[i], pal[i % len(pal)], 'solid'))
view = viewer.View(graph)
```

2-d random walk and continuous distribution

```
dist = ot.Normal(2)
process = ot.RandomWalk(origin, dist, tgrid)
sample = process.getSample(5)
graph = ot.Graph('2D Random Walk with continuous steps', 'X1', 'X2', True)
for i in range(5) :
graph.add(ot.Curve(sample[i], pal[i % len(pal)], 'solid'))
view = viewer.View(graph)
plt.show()
```

**Total running time of the script:** ( 0 minutes 0.339 seconds)