Simon’s code is published online at:
https://www.wolframcloud.com/objects/monajune0/Published/Random_walk_distribution.nb
https://www.wolframcloud.com/objects/monajune0/Published/Random_walk_distribution2D.nb
“If I take many random walks and see what the endpoints of those random walks are, what I’ll find is a Gaussian distribution!” Simon says. In the video, he programs 1D and 2D random walks and 2D and 3D histograms to show the distribution of the endpoints in Wolfram Mathematica.