3D Brownian Motion

Fast simulation of three dimensional Brownian motion

This simulation illustrates a fast implementation of three dimensional Brownian motion, the output is the Euclidean distance between initial and final positions.
To calculate the mean value of T runs, run the following code in the Command window :
>>T=100;
>> for n=1:T
>>Brownianmotion;
>>close;
>>D(n)=d;
>>end
>>figure; plot(D),title(' Distance ');
>>dd=mean(D)