Generate 100 sample functions for the first 100 seconds of the Wiener Process by using Matlab. Have
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Question:
Generate 100 sample functions for the first 100 seconds of the Wiener Process by using Matlab. Have sample functions plotted in different colors on the same graph and interpret them
REQUIRED
a) Estimate the mean and variance functions by using the sample functions. Discuss by comparing the mean and variance functions of the Wiener Process.
b) Obtain the Probability Density Function for the Wiener Process.
c) Is the Wiener Process a rigidly stationary process? Show me.
d) Is the Winer Process a white process? Show me.
Related Book For
University Physics with Modern Physics
ISBN: 978-0133977981
14th edition
Authors: Hugh D. Young, Roger A. Freedman
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