Expand description
Brownian motion / Wiener process implementations.
Provides standard Brownian motion in arbitrary dimensions, 2D convenience
wrappers returning glam::Vec2, Brownian bridges, fractional Brownian
motion, and a glyph-based renderer.
Structs§
- Brownian
Bridge - Brownian bridge: a Brownian motion conditioned to reach a specified endpoint.
- Brownian
Motion - Standard Brownian motion (Wiener process) in arbitrary dimension.
- Brownian
Motion2D - 2D Brownian motion returning
glam::Vec2positions. - Brownian
Renderer - Render a Brownian path as a connected trail of glyphs.
- Rng
- Simple linear congruential generator for reproducible stochastic simulations. Uses the Numerical Recipes constants: a = 1664525, c = 1013904223, m = 2^32.
Functions§
- fractional_
brownian - Generate fractional Brownian motion with Hurst parameter H in (0, 1).