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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

1 vote

Total absolute variation of brownian motion, with different sampling rates

Let $X$ be your list of $n$ elements representing the Brownian motion : $X_i$ is the position at the time $i$. Let $Y=\{X_{i+1}-X_i\}$ be the list of differences of consecutive terms. As per your cod …
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