Re: Plot a sample path of a bornian motion
- To: mathgroup at smc.vnet.net
- Subject: [mg34974] Re: Plot a sample path of a bornian motion
- From: wempenj at asme.org (JDW)
- Date: Mon, 17 Jun 2002 03:26:48 -0400 (EDT)
- References: <aeencs$9nh$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
"Kees" <keesvanschaik at wanadoo.nl> wrote in message news:<aeencs$9nh$1 at smc.vnet.net>...
> Hi,
>
> I'm relatively new to Mathematica and am wondering how it's possible to plot
> a sample path of a (one-dimensional) Brownian motion. Any ideas?
>
> Thanks in advance!
A couple of Do loops and the random function work.
1-D motion
num = 1000; (*number of points to plot*)
data = {};
newvalue = 0; (*initial strting position*)
Do[
oldvalue = newvalue + Random[Real, {-1, 1}];
data = Append[data, oldvalue];
newvalue = oldvalue
, {num}]
ListPlot[data, PlotJoined -> True]
2-D Motion
num = 1000;
datax = {};
datay = {};
newxvalue = 0;
newyvalue = 0;
Do[
oldxvalue = newxvalue + Random[Real, {-1, 1}];
datax = Append[datax, oldxvalue];
newxvalue = oldxvalue;
oldyvalue = newyvalue + Random[Real, {-1, 1}];
datay = Append[datay, oldyvalue];
newyvalue = oldyvalue
, {num}]
dataxy = Transpose[{datax, datay}];
ListPlot[dataxy, PlotJoined -> True]
--JDW