Thanks, that's what I wanted to know!
On 11/1/09, Charles R Harris <charlesr.har...@gmail.com> wrote: > On Sun, Nov 1, 2009 at 7:26 PM, <josef.p...@gmail.com> wrote: > >> On Sun, Nov 1, 2009 at 9:58 PM, David Goldsmith <d.l.goldsm...@gmail.com> >> wrote: >> > I Googled scipy brownian and the top hit was the doc for >> numpy.random.wald, >> > but said doc has a "tone" that suggests there are more "sophisticated" >> ways >> > 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 > favour... > > Chuck > _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion