[Numpy-discussion] Ignorance question
Charles R Harris
Sun Nov 1 22:57:27 CST 2009
On Sun, Nov 1, 2009 at 7:26 PM, <firstname.lastname@example.org> wrote:
> On Sun, Nov 1, 2009 at 9:58 PM, David Goldsmith <email@example.com>
> > 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
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