var init = function(dim) {
  return repeat(dim, function() { return gaussian(200, 1) });
}

var transition = function(pos) {
  return map(
      function(x) { return gaussian(x, 10); },
      pos
  );
};

var gaussianRandomWalk = function(n, dim) {
  var prevStates = (n == 1) ? [init(dim)] : gaussianRandomWalk(n - 1, dim);
  var newState = transition(last(prevStates));
  return prevStates.concat([newState]);
};

gaussianRandomWalk(100, 2);