Random Fractals and the Stock Market

Brownian Motion Cartoons

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.

First, we select the initiator and generator, and show how this choice is related to Brownian motion. Second, we iterate the construction, obtaining a cartoon with the right scaling, but far too regular to be a forgery of natural Brownian motion. Finally, we randomize the construction, obtaining good forgeries.

Return to Random Fractal Cartoons.