- square root of step size—why? #followup
- see [[Tuerlinckx 2001 a comparison of four methods for simulating diffusion process]]
- see https://courses.washington.edu/matlab1/Lesson_18.html
- [[diffusion model - sqrt(dt)]]
- [[drift diffusion model of choice and reaction time]]
# Idea
Three properties of a diffusion process, for a given stimulus with strength $x$ (let accumulated evidence at time $t$ be $U(t)$):
1. At $t = 0$, the accumulated evidence is 0.
2. The momentary change in evidence is a random variable that is independent from moment to moment (i.e., it doesn't not change as a function of time).
3. The accumulated evidence $U(t)$ is normally distributed and has mean and variance:
- $E[U(t)] = \mu t$
- $Var[U(t)] = \sigma^2t$
# References
- [[Palmer 2005 the effect of stimulus strength]]
- [Diffusion or random walk models of reaction time](https://courses.washington.edu/matlab1/Lesson_18.html)