Brownian Motion

2
1

1
Normal (0,1)
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B(t)
0
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B(t)-B(t-.01)
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0
-1 0
B(t)

10

15

20

-2
-3
-4
-5
-6
-7
Time

350
300
250
Frequency

Time
.00
.01
.02
.03
.04
.05
.06
.07
.08
.09
.10
.11
.12
.13
.14
.15
.16
.17
.18
.19
.20
.21
.22
.23
.24
.25
.26
.27
.28
.29
.30
.31
.32
.33
.34
.35
.36
.37
.38
.39
.40
.41
.42
.43
.44
.45
.46
.47
.48
.49
.50
.51
.52
.53
.54
.55
.56
.57
.58
.59
.60
.61
.62
.63
.64
.65
.66
.67
.68
.69
.70
.71
.72
.73
.74
.75
.76
.77
.78
.79
.80
.81
.82
.83
.84
.85
.86
.87
.88
.89
.90
.91
.92
.93
.94
.95
.96
.97
.98
.99
1.00
1.01
1.02
1.03
1.04
1.05
1.06
1.07
1.08
1.09
1.10
1.11
1.12
1.13
1.14
1.15
1.16
1.17
1.18
1.19
1.20
1.21
1.22
1.23
1.24
1.25
1.26
1.27
1.28
1.29
1.30
1.31
1.32
1.33
1.34
1.35
1.36
1.37
1.38
1.39
1.40
1.41
1.42
1.43
1.44
1.45
1.46
1.47
1.48
1.49
1.50
1.51
1.52
1.53
1.54
1.55
1.56
1.57
1.58
1.59
1.60
1.61
1.62
1.63
1.64
1.65
1.66
1.67
1.68
1.69
1.70
1.71
1.72
1.73
1.74
1.75
1.76
1.77
1.78
1.79
1.80
1.81
1.82
1.83
1.84
1.85
1.86
1.87
1.88
1.89
1.90
1.91
1.92
1.93
1.94
1.95
1.96
1.97
1.98
1.99
2.00
2.01
2.02
2.03
2.04
2.05
2.06
2.07
2.08
2.09
2.10
2.11
2.12
2.13
2.14
2.15
2.16
2.17
2.18
2.19
2.20
2.21
2.22
2.23
2.24
2.25
2.26
2.27
2.28
2.29
2.30
2.31
2.32
2.33
2.34
2.35
2.36
2.37
2.38
2.39
2.40
2.41
2.42
2.43
2.44
2.45
2.46
2.47
2.48
2.49
2.50
2.51
2.52
2.53
2.54
2.55
2.56
2.57
2.58
2.59
2.60
2.61
2.62
2.63
2.64
2.65
2.66
2.67
2.68
2.69
2.70
2.71
2.72
2.73
2.74
2.75
2.76
2.77
2.78
2.79
2.80
2.81
2.82
2.83
2.84
2.85
2.86
2.87
2.88
2.89
2.90
2.91
2.92
2.93
2.94
2.95
2.96
2.97
2.98
2.99
3.00
3.01
3.02
3.03
3.04
3.05
3.06
3.07
3.08
3.09
3.10
3.11
3.12
3.13
3.14
3.15
3.16
3.17
3.18
3.19
3.20
3.21
3.22
3.23
3.24
3.25
3.26
3.27
3.28
3.29
3.30
3.31
3.32
3.33
3.34
3.35
3.36
3.37
3.38
3.39
3.40
3.41
3.42
3.43
3.44
3.45
3.46
3.47
3.48
3.49
3.50
3.51
3.52
3.53
3.54
3.55
3.56
3.57
3.58
3.59
3.60
3.61
3.62
3.63
3.64
3.65
3.66
3.67
3.68
3.69
3.70
3.71
3.72
3.73
3.74
3.75
3.76
3.77
3.78
3.79
3.80
3.81
3.82

200
150
100

50
0
-.350

-.280

-.210

-.140

-.070

.000

.070

B(t) - B(t-.01)

Bins

Frequency

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-0.315
-0.280
-0.245
-0.210
-0.175
-0.140
-0.105
-0.070
-0.035
0.000
0.035
0.070
0.105
0.140
0.175
0.210
0.245
0.280
0.315
0.350

1
1
4
11
22
60
77
150
186
231
229
291
243
199
137
76
39
29
7
3
3

.140

.210

.280

.350

3.83
3.84
3.85
3.86
3.87
3.88
3.89
3.90
3.91
3.92
3.93
3.94
3.95
3.96
3.97
3.98
3.99
4.00
4.01
4.02
4.03
4.04
4.05
4.06
4.07
4.08
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4.35
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4.55
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4.57
4.58
4.59
4.60
4.61
4.62
4.63
4.64
4.65
4.66
4.67
4.68
4.69
4.70
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4.73
4.74
4.75
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4.77
4.78
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4.90
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5.00
5.01
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5.20
5.21
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5.24
5.25
5.26
5.27
5.28
5.29
5.30
5.31
5.32
5.33
5.34
5.35
5.36
5.37
5.38
5.39
5.40
5.41
5.42
5.43
5.44
5.45
5.46
5.47
5.48
5.49
5.50
5.51
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5.55
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5.60
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5.65
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5.70
5.71
5.72
5.73
5.74
5.75
5.76
5.77
5.78
5.79
5.80
5.81
5.82
5.83
5.84
5.85
5.86
5.87
5.88
5.89
5.90
5.91
5.92
5.93
5.94
5.95
5.96
5.97
5.98
5.99
6.00
6.01
6.02
6.03
6.04
6.05
6.06
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6.08
6.09
6.10
6.11
6.12
6.13
6.14
6.15
6.16
6.17
6.18
6.19
6.20
6.21
6.22
6.23
6.24
6.25
6.26
6.27
6.28
6.29
6.30
6.31
6.32
6.33
6.34
6.35
6.36
6.37
6.38
6.39
6.40
6.41
6.42
6.43
6.44
6.45
6.46
6.47
6.48
6.49
6.50
6.51
6.52
6.53
6.54
6.55
6.56
6.57
6.58
6.59
6.60
6.61
6.62
6.63
6.64
6.65
6.66
6.67
6.68
6.69
6.70
6.71
6.72
6.73
6.74
6.75
6.76
6.77
6.78
6.79
6.80
6.81
6.82
6.83
6.84
6.85
6.86
6.87
6.88
6.89
6.90
6.91
6.92
6.93
6.94
6.95
6.96
6.97
6.98
6.99
7.00
7.01
7.02
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