Hi all, For a problem I am currently working on, I am trying to define a GaussianRandomWalk that in its initial phase is quite limited in stepsizes for the initial n steps, and then has a larger stepsize in subsequent steps. I tried to do this by setting sigma as a numpy array with length GRW step…

GaussianRandomWalk with varying stepsizes?

DanWeitzenfeld May 26, 2020, 1:08am 2

I’m pretty sure your approach should work - can you post a minimal code sample?

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