Reference Chapter 5 of

"In Brownian motion, position at one instant is almost the same as position at the next instant. The entries in a time series with Brownian motion change only gradually. A delay plot of Brownian noise consists of points whose horizontal and vertical coordinates are nearly identical - that is, of points closely clustered along the Xn+1 = Xn diagonal."

Last Updated on 11/28/98

By Bob Holmstrom

Email: holmstro@europa.com