To produce a fractal graph, simply iterate this process. | ||
On the left we see the result of replacing each straight line segment in the generator with an appropriately scaled copy of the generator. | ||
The right shows the seventh iteration of this process. | ||
While this cartoon has the Brownian motion scaling | ||
|dY| = (dt)1/2 | ||
built in, it is completely determinisitc and the graph is far too regular to be a convincing surrogate of Brownian motion. | ||
We deal with this issue in the next section. |
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