Is this a valid algorithm for generating a 3D Wiener process? (When I graph the results, they certainly look like potential Brownian motion tracks.)
def Wiener3D(incr, N): r = incr*(R.randint(3, size=(N,))-1) r[0] = 0 r = r.cumsum() t = 2*np.pi*incr*(R.randint(3, size=(N,))-1) t[0] = 0 t = t.cumsum() p = np.pi*incr*(R.randint(3, size=(N,))-1) p[0] = 0 p = p.cumsum() x = r*np.cos(t)*np.sin(p) y = r*np.sin(t)*np.sin(p) z = r*np.cos(p) return np.array((x,y,z)).T Thanks! DG
_______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion