Brownian Motion(gregorygundersen.com)
57 points by signa11 | 8 comments
A blog post building intuition for Brownian motion by deriving its marginal distribution from a discrete-time random walk.
1 story tagged random-walk, newest first.
57 points by signa11 | 8 comments
A blog post building intuition for Brownian motion by deriving its marginal distribution from a discrete-time random walk.