This program simulates a simple random walk Markov chain. The current value is shown in black, the possible jumps in yellow, and the actual move in green for up, or red for down. Keyboard shortcuts (you might need to click on the canvas first): '0-9' to change the simulation speed ('1' for one-step-at-a-time), or '>' or '<' to increase/decrease the up probability, or '+' or '-' to increase/decrease the number of states shown, or 'p' or 'm' to increase/decrease the current state, or 'r' to restart. This program is written by Jeffrey Rosenthal. See also my other JavaScript, my Stochastic Processes book, and my Java Applets.
This program simulates a simple random walk Markov chain. The current value is shown in black, the possible jumps in yellow, and the actual move in green for up, or red for down. Keyboard shortcuts (you might need to click on the canvas first): '0-9' to change the simulation speed ('1' for one-step-at-a-time), or '>' or '<' to increase/decrease the up probability, or '+' or '-' to increase/decrease the number of states shown, or 'p' or 'm' to increase/decrease the current state, or 'r' to restart.
This program is written by Jeffrey Rosenthal. See also my other JavaScript, my Stochastic Processes book, and my Java Applets.