import random import numpy as np import matplotlib.pyplot as plt position = 0 walk = [position] steps = 100 x = [] y = [] for i in range(steps): step = 1 if random.randint(0,1) else -1 position += step x.append(i) y.append(position) walk.append(position) plt.plot(x,y) plt.show()
一次模拟多个随机漫步
import numpy as np nwalks = 5000 nsteps = 1000 draws = np.random.randint(0,2,size=(nwalks,nsteps)) steps = np.where(draws>0,1,-1) walks = steps.cumsum(1) print(walks) ''' [[ 1 0 1 ... -10 -11 -12] [ 1 0 -1 ... -4 -5 -6] [ -1 0 1 ... -14 -13 -14] ... [ 1 2 3 ... 80 81 82] [ 1 0 1 ... 38 37 36] [ 1 0 1 ... 72 73 74]] ''' print(walks.max()) # 140 print(walks.min()) #-108 hits30 = (np.abs(walks)>=30).any(1) print(hits30) # [ True False False ... True True True] print(hits30.sum()) #3408 crossing_times = (np.abs(walks[hits30])>30).argmax(1) print(crossing_times.mean()) # 算术平均数 486.78372093023256