[Numpy-discussion] Valid algorithm for generating a 3D Wiener Process?

David Goldsmith d.l.goldsmith at gmail.com
Wed Sep 25 13:41:17 EDT 2013

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 don't quite understand Warren's observation: "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 short
intervals"--is this just another way of saying that, since I was varying
the angles by -1, 0, or 1 unit each time, the simulation is susceptible to
"unnaturally" long strings of -1, 0, or 1 increments?  Thanks again,

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