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I would like to present a Brownian motion figure (t, W (t)) in dimension 3, so as to have the x and y axes representing the time t and the z axis representing the brownian motion W (t). Here is the code I used in dimension 2 :
tf=350; % Set time interval [0,tf]
N=350; % Set number of steps to compute at in [0,tf]
h=tf/N; % Compute the time step
dW=sqrt(h)*randn(1,N); % Generate array of brownian movements
W=cumsum(dW); % Sum the array cummulativley
t=0:h:tf; % Array of equal time steps
plot(W); % Plot the Wiener process
xlabel('t');ylabel('W(t)');title('Sample Wiener Process')
4 commentaires
Star Strider
le 18 Fév 2017
‘... so as to have the x and y axes representing the time t ...’
I’m obviously missing somthing.
What is to be gained by having the same variable represented on two axes of a 3D plot?
John BG
le 19 Fév 2017
Magdalin
the answer you probably want is the same that Start Strider provided to Raady in this QA:
let know if that solves this question
regards
Magdalin
le 19 Fév 2017
Modifié(e) : Image Analyst
le 19 Fév 2017
Image Analyst
le 19 Fév 2017
I gave you random walk code below. The thing we're all confused about is how you have two axes (x and y) for time ("have the x and y axes representing the time t ") while the particle travels in only one direction - the z direction. Explain why there are two time axes.
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