Re:Shepherding Random Numbers
by marmaduke on Thursday November 03, 2016 @02:25AM
(#12861976)
Yay stochastic differential equations..
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I think he has to sample his position deltas from a gaussian with mean 0 and variance equal to the time since last update for it to be a valid brownian motion.
See https://en.wikipedia.org/wiki/Brownian_motion#Mathematics