[Numpy-discussion] Ignorance question
Tue Nov 3 10:41:34 CST 2009
Thanks, that's what I wanted to know!
On 11/1/09, Charles R Harris <firstname.lastname@example.org> wrote:
> On Sun, Nov 1, 2009 at 7:26 PM, <email@example.com> wrote:
>> On Sun, Nov 1, 2009 at 9:58 PM, David Goldsmith <firstname.lastname@example.org>
>> > I Googled scipy brownian and the top hit was the doc for
>> > but said doc has a "tone" that suggests there are more "sophisticated"
>> > to generate a random Brownian signal? Or is wald indeed SotA? Thanks!
>> > DG
>> Do you mean generating a random sample of a Brownian motion? The
>> standard approach, I have seen, is just cumsum of random normals, with
>> time steps depending on the usage, e.g.
> Oddly enough, if you divide an interval into an infinite integer number of
> samples this also works for the theory side ;) Euler would understand, but
> such odd constructions with extended number systems have fallen out of
More information about the NumPy-Discussion