The Random Walker
Teach me
Random walk — positions and spread
Squares add: each step contributes one s² to the mean square displacement, because the cross terms of independent ± steps average to zero.
The standard result — RMS displacement about the start grows as √N, not N. At s = 1, N = 100 it is exactly 10.
The exact N-step distribution is binomial on a lattice: after an even number of steps only even multiples of s are occupied, so occupied sites are 2s apart (parity).
The bell drawn over the count histogram: sites are 2s apart, so the height per site is W·2s·g(x) with g the normal density of variance s²N — the factor 2 is load-bearing.
The shaded band on the width chart: the sample RMS of W walkers scatters about s√N with relative standard deviation ≈ 1/√(2W) (large N), so ±3/√(2W) is the 3σ envelope.