https://github.com/whiteblackgoose/brownian-motion-chart

Visualisation of change of a value according to brownian motion
https://github.com/whiteblackgoose/brownian-motion-chart

Last synced: 18 days ago
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Visualisation of change of a value according to brownian motion

• Host: GitHub
• URL: https://github.com/whiteblackgoose/brownian-motion-chart
• Owner: WhiteBlackGoose
• License: gpl-2.0
• Created: 2022-10-21T16:26:11.000Z (about 2 years ago)
• Default Branch: master
• Last Pushed: 2022-10-22T04:37:45.000Z (about 2 years ago)
• Last Synced: 2024-10-19T18:47:12.255Z (30 days ago)
• Language: Rust
• Size: 1.13 MB
• Stars: 0
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        


Brownian motion chart




Made using FOSS-only



   



![gif with demo](./demo.gif)

### What's going on

It's an infinite tape of visualisation of a value $v$, whose increment over time is defined as

$$\delta v_t \sim \mathcal{N}(0, t)$$

It's a special case of Martingale's process, for which

$$E(X_{n+1} | {\tau}_n) = E(X_n)$$

Or, in other words, no matter at which value $v$ we're right now, the expected value at any future point is equal to $v$.