Brownian motion and rotated normal distribution
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I found this interesting and (I believe) quite pedagogic representation of a brownian motion and its related normal distribution at a specific time forward. Tikz Brownian motion explains how to draw a brownian motion and Rotated normal distribution explains how to draw the rotated normal. I join MWE below. At my level, it'd far too manual to match the graph and the center of the distribution. Is there a way to link the distribution and the brownian motion so that it shows how the brownian grows in $sqrt(T)$. As a result, the graph on $T=100$ shows a narrower distribution than on $T=400$ ? documentclass{standalone} usepackage{tikz} begin{document} %Brownian motion newcommand{BM}[5]{ % points, advance, rand factor, options, end label draw[#4] (0,0) foreach x in {1,...,#1} { -- ++(#2,rand*#3) }