How can I write the following 2D Random Walks command in Matlab? Can anyone help me?

Two-Dimensional Random Walks: Let x(t) and y(t) be two independent random walks with the same parameters s and T.

(a) Simulate the vector-valued random process (x(t), y(t)) and plot a few sample functions when s = T = 1.

(b) For each sample function you generate in part (a), estimate the mean value of the process by computing a time average. Compare it against the theoretical value of E{(x(t), y(t))} and explain any discrepancies you might discover.

(c) Let r(t) = (x 2 (t)+y 2 (t)) 1 / 2 denote the radial distance of the walk from the origin. Show that for t ≫ T and r on the order of (αt) 1 / 2 , where α = s 2 /T, that the first order density function is

f(r, t) ≈r/αt exp ( −r^2/2αt) U(r).

(d) Verify the claim in part (c) by simulation.

[Walter Roberson]

http://www.mathworks.com/matlabcentral/answers/6200-tutorial-how-to-ask-a-question-on-answers-and-get-a-fast-answer