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stephens999 / fiveMinuteStats

A repo of short "vignettes" illustrating statistical concepts
http://stephens999.github.io/fiveMinuteStats
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Added Brownian Motion Vignette #25

Closed aabiddanda closed 6 years ago

aabiddanda commented 8 years ago

I have added a basic vignette describing the properties of a Brownian Motion (building from the previous vignette on the Multivariate Normal Distribution). Features within the vignette include:

  1. Overview of Brownian Motion
  2. Simulating Brownian Motion (Simple iterative simulation technique)
  3. Simulating Brownian Motion (Different simulation technique that relies on matrices)