A Simulation of a
also known as Drunken Walk and Brownian Motion
The path taken is rarely a walk in a sustained direction for long,
but more like a drunk stumbling around a fixed point.
This isn't actually a simulation of Brownian motion. Strictly speaking, it is a simulation of a random walk that moves NE, SE, NW and SW with equal probability at each step. A Brownian diffuse in three dimensions moves in any direction with equal probability at each movement.
Modified from Terry
McConnell, Math Department, Syracuse University