Re: [Numpy-discussion] Defining a white noise process using numpy

2015-08-27 Thread Neal Becker
Daniel Bliss wrote: Hi all, Can anyone give me some advice for translating this equation into code using numpy? eta(t) = lim(dt - 0) N(0, 1/sqrt(dt)), where N(a, b) is a Gaussian random variable of mean a and variance b**2. This is a heuristic definition of a white noise process.

Re: [Numpy-discussion] Defining a white noise process using numpy

2015-08-27 Thread Anne Archibald
On Thu, Aug 27, 2015 at 12:51 AM Daniel Bliss daniel.p.bl...@gmail.com wrote: Can anyone give me some advice for translating this equation into code using numpy? eta(t) = lim(dt - 0) N(0, 1/sqrt(dt)), where N(a, b) is a Gaussian random variable of mean a and variance b**2. This is a