Simulating and animating random walks in Python

Hi guys,

wondering how to simulate and make an animated visualization of random walks in Python. I've written a blog post on it. Check it out if you are curious!

Why random walk?

It is the foundation of many stochastic processes like the Brownian Motion which is the basis for stochastic calculus. If you are interested in these topics you should learn first the simple random walk.

Why Python?

It offers many scientific packages like SciPy, NumPy, etc. Thus, it is very straightforward to program some of these phenomena.

Why animated?

Instead of serving static charts, we can use an eye-catching animation to emphasize and more efficiently transfer the message we would like to send. This comes quite handy for time-series data. This is easily done with Matplotlib Animation API.

Here is the source code

Question for you

Have you been using or working with some of these math phenomena in Python? Have you made some cool math animations or visualizations?

I would love to see, learn, and discuss more about this. Please do share!