2 ms·
Yes, he basically rediscovered a generalization of Brownian motion (for r=sqrt2), which is self similar. In fact his algorithm is one way to get a Brownian bri
by smallnamespace 10y ago
Yes, he basically rediscovered a generalization of Brownian motion (for r=sqrt2), which is self similar.
In fact his algorithm is one way to get a Brownian bridge.