Rotational Brownian motion (astronomy) Rotational Brownian motion (astronomy) In astronomy, rotational Brownian motion is the random walk in orientation of a binary star's orbital plane, induced by gravitational perturbations from passing stars. Consider a binary that consists of two massive objects (stars, black holes etc.) and that is embedded in a stellar system containing a large number of stars. Let formula_1 and formula_2 be the masses of the two components of the binary whose total mass is formula_3. A field star that approaches the binary with impact parameter formula_4 and velocity formula_5 passes a distance formula_6 from the binary, where formula_7 the latter expression
Geometric Brownian motion above: formula_27. import numpy as np import pandas as pd import matplotlib.pyplot as plt mu=1 n=50 dt=0.1 x0=100 x=pd.DataFrame() np.random.seed(1) for sigma in np.arange(0.8,2,0.2): x.columns=np.arange(0.8,2,0.2) plt.plot(x) plt.legend(x.columns) plt.xlabel('t') plt.ylabel('X') plt.title('Realizations of Geometric Brownian Motion with different variances\n mu=1') plt.show() GBM can be extended to the case where there are multiple correlated price paths. Each price path follows the underlying process where the Wiener processes are correlated such that formula_31 where formula_32. For the multivariate case, this implies that Geometric Brownian motion is used to model stock prices in the Black–Scholes model and is the most widely used model of stock