Question: Using the results of Problem 6.26 and the Gaussian random number generator designed in Computer Exercise 6.2, design a Gaussian random number generator that will

Using the results of Problem 6.26 and the Gaussian random number generator designed in Computer Exercise 6.2, design a Gaussian random number generator that will provide a specified correlation between adjacent samples.
Let

P(τ) = e^-α|τ|

and plot sequences of Gaussian random numbers for various choices of α. Show how stronger correlation between adjacent samples affects the variation from sample to sample.

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