Brownian motion, or random walk, can be regarded as the trace of some cumulative normal random numbers.
brownian.motion(n = 10, xlim = c(-20, 20), ylim = c(-20, 20), ...)Number of points in the scatterplot
Arguments passed to plot.default to control
the apperance of the scatterplot (title, points, etc), see
points for details.
other arguments passed to plot.default
None (invisible NULL).
The location of the next step is ``current location + random Gaussian numbers'', i.e.,
$$x_{k + 1} = x_{k} + rnorm(1)$$
$$y_{k + 1} = y_{k} + rnorm(1)$$
where (x, y) stands for the location of a point.
Examples at https://yihui.org/animation/example/brownian-motion/