Brownian motion is one of the most familiar examples of a random fractal process. Here we show how to use the random fractal cartoon method to simulate Brownian motion.
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First, we select the initiator and generator, and show how this choice is related to Brownian motion. |
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Second, we iterate the construction, obtaining a cartoon with the right scaling, but far too regular to be a forgery of natural Brownian motion. |
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Finally, we randomize the construction, obtaining good forgeries. |
Return to Random Fractal Cartoons.