On 26 September 2013 10:02, Daπid davidmen...@gmail.com wrote:
The simplest way is to do it in cartesian coordinates: take x, y, and z
independently from N(0,1). If you want to generate only one normal number
per step, consider the jacobian in the angles.
Actually, this is wrong, as it
On Fri, Sep 27, 2013 at 9:00 AM, Daπid davidmen...@gmail.com wrote:
On 26 September 2013 10:02, Daπid davidmen...@gmail.com wrote:
The simplest way is to do it in cartesian coordinates: take x, y, and z
independently from N(0,1). If you want to generate only one normal number
per step,
On 25 September 2013 19:41, David Goldsmith d.l.goldsm...@gmail.com wrote:
the 'angles' that describe the position undergo a random walk [actually,
it would seem that they don't, since they too fail the
varying-as-white-noise test], so the particle tends to move in the same
direction over
David Goldsmith wrote:
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 =
On Wed, Sep 25, 2013 at 9:36 AM, Neal Becker ndbeck...@gmail.com wrote:
David Goldsmith wrote:
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 =
On Wed, Sep 25, 2013 at 12:51 PM, Warren Weckesser
warren.weckes...@gmail.com wrote:
On Wed, Sep 25, 2013 at 9:36 AM, Neal Becker ndbeck...@gmail.com wrote:
David Goldsmith wrote:
Is this a valid algorithm for generating a 3D Wiener process? (When I
graph the results, they certainly
Thanks, guys. Yeah, I realized the problem w/ the
uniform-increment-variable-direction approach this morning: physically, it
ignores the fact that the particles hitting the particle being tracked are
going to have a distribution of momentum, not all the same, just varying in
direction. But I
On Wed, Sep 25, 2013 at 1:41 PM, David Goldsmith d.l.goldsm...@gmail.comwrote:
Thanks, guys. Yeah, I realized the problem w/ the
uniform-increment-variable-direction approach this morning: physically, it
ignores the fact that the particles hitting the particle being tracked are
going to have
