Brownian Motion Construction

We see how a Simple Random Walk converges from a sparsely distributed process to a standard Brownian Motion as the number of steps increases.

Animation: Converging to Brownian Motion

The full source code related to all we have discussed during this blog can be found on GitHub. For more information, please follow me on Twitter.

If you liked what you just saw, it would be really helpful to subscribe to the mailing list below. You will not get spammed that's a promise! You will get updates for the newest blog posts and visualizations from time to time.