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This is a generator, where a random number is drawn from a Gaussian distribution N(0,1), then at each time point a new number is drawn from this distribution and added to the value of the last number.

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djamelinfo/RandomWalk-TimeSeriesGenerator-On-Spark

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This is a generator, where a random number is drawn from a Gaussian distribution N(0,1), then at each time point a new number is drawn from this distribution and added to the value of the last number.

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