Create a Brownian Motion Tibble
ts_brownian_motion(
.time = 100,
.num_sims = 10,
.delta_time = 1,
.initial_value = 0,
.return_tibble = TRUE
)A tibble/matrix
Total time of the simulation.
Total number of simulations.
Time step size.
Integer representing the initial value.
The default is TRUE. If set to FALSE then an object of class matrix will be returned.
Steven P. Sanderson II, MPH
Brownian Motion, also known as the Wiener process, is a continuous-time random process that describes the random movement of particles suspended in a fluid. It is named after the physicist Robert Brown, who first described the phenomenon in 1827.
The equation for Brownian Motion can be represented as:
W(t) = W(0) + sqrt(t) * Z
Where W(t) is the Brownian motion at time t, W(0) is the initial value of the Brownian motion, sqrt(t) is the square root of time, and Z is a standard normal random variable.
Brownian Motion has numerous applications, including modeling stock prices in financial markets, modeling particle movement in fluids, and modeling random walk processes in general. It is a useful tool in probability theory and statistical analysis.
Other Data Generator:
tidy_fft(),
ts_brownian_motion_augment(),
ts_geometric_brownian_motion(),
ts_geometric_brownian_motion_augment(),
ts_random_walk()