Brownian Modeling & Transformation

yohai

New member
Joined
Apr 21, 2013
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1
Hi there,
Does anyone happen to know the "Brownian transformation"? to be more specific-

X=sin(sqrt((H+1/2)/(N+1/4))

If so can anyone plz explain the purpose of this thing? On what occasions can I use it?
I've encountered this by while reading Lawrence D. Brown Paper…..
 
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