Numerically generate an ensemble of at least 20 random walks (show traces): For each walk, you start from Xo = 0, and then generate a series of bounded random numbers -a < Si < a, and use the random numbers to calculate the trajectory of the walk.
Xn = Xn-1 + Si, i=1
Numerically calculate (σ) and (σ^2). Plot (Xn) vs. n and (X^2) vs. n. Show the distribution of Xn.