Biased Brownian Motion
In the animated visualization below we observe below the difference between a Brownian Motion with and without drift (colored with orange and blue respectively). As time passes by, the gap between the processes becomes larger and larger.
The full source code behind this simulation and animations can be found on my Python Notebook. 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.
Leave a comment