
Re: Brownian motion sample path: fake or genuine?
Posted:
Apr 3, 2013 9:40 AM


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 : 2k1205 in >the range {1205, 1203, ... 1, 1, 3, 5, ... 1203, 1205}. >This number, 2k1205, 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

