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

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.

Thanks, Dan

You want noise with infinite variance? That doesn't make sense.