Main category
Economics (General Management)
Abstract
The Brownian bridge algorithm generates points on a path sequentially, starting from the initial point and progressing toward the end. However, the symmetry of the formula for the intermediate point with respect to the initial and final points and the recursive nature of the algorithm suggest that the generator may work better.
Further reading
https://ia601505.us.archive.org/8/items/brownian-bridge/BrownianBridge.pdf
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