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Topic: Brownian motion sample path: fake or genuine?
Replies: 7   Last Post: Apr 3, 2013 8:12 PM

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David C. Ullrich

Posts: 3,138
Registered: 12/13/04
Re: Brownian motion sample path: fake or genuine?
Posted: Apr 3, 2013 9:40 AM
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On Wed, 03 Apr 2013 03:17:45 -0400, David Bernier
<david250@videotron.ca> wrote:

>I used snow (white noise) from an analog cathode ray tube TV,
>recorded with a webcam, as the source of entropy for supposedly
>random bits.
>
>I had 1.8 gigabytes of digital video, which I
>whittled down to about 2.5 megabytes of "random bits".
>
>16384 Bernoulli(1205, 1/2) r.v.s were generated,
>with k in {0, ... 1205} associated
>to the #0 s minus #1s : 2k-1205 in
>the range {-1205, -1203, ... -1, 1, 3, 5, ... 1203, 1205}.
>This number, 2k-1205, stood in for a Gaussian r.v. of
>mean zero. The result was a random walk with steps
>of +1 and -1, sampled every 1205 steps;
>16384 samples were taken, without counting
>x(0) = 0 [starting point].
>
>
>16384*1205 = 19,742,720 (bits) or 2,467,840 bytes.
>
>The graphic drawn with MatLab is here:
>
>
>http://img203.imageshack.us/img203/9220/brown1.png
>
>
>Maybe it's a fake, not random.
>I don't know ...


You don't say so explicitly, but it sounds as though
you feel that the picture looks wrong somehow.
It looks like Brownian motion to me - what seems
to be the problem? (Maybe I'm missing your point...)

>
>
>David Bernier





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