Brownian motion

A sample path of Brownian motion, and a zoomed plot on a subinterval showing that the curve does not get smoother when it is zoomed in. (In fact, scaling the time axis by a factor a and the y-axis by a factor \sqrt{a}, yields a plot with exactly the same characteristics as the original.)

Image obtained from Wikimedia Commons under the Creative Commons ShareAlike 3,0 License. In short: you are free to share and make derivative works of the file under the conditions that you appropriately attribute it, and that you distribute it only under a license identical to this one.

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