#-------------------------------------- #--- Random Walk e <- rnorm(1000, 0, sd=1) X <- cumsum(e) plot(X, ylim=c(-4*sqrt(1000), 4*sqrt(1000))) for (i in 1:100){ e <- rnorm(1000, 0,1) X <- cumsum(e) lines(X) readline("---") } #-------------------------------------- #--- Scale to be Bro Mo n = 1000 e <- rnorm(n, 0, sd=1/sqrt(n)) X <- cumsum(e) plot((1:n)/n, X, ylim=c(-4,4)) Y <- 0 for (i in 1:1000){ e <- rnorm(n, 0,1/sqrt(n)) X <- cumsum(e) lines((1:n)/n, X) readline("---") Y[i] <- X[n] } var(Y)