RandomWalkProcess
RandomWalkProcess[p] represents a random walk on a line with the probability of a positive unit step p and the probability of a negative unit step 1-p.
RandomWalkProcess[p, q]represents a random walk with the probability of a positive unit step p, the probability of a negative unit step q, and the probability of a zero step 1-p-q.
Examples
RandomFunction[RandomWalkProcess[0.5], {0, 100}]Please visit the official Wolfram Language Reference for more details.