Question: Wiener Process using Matlab 200 sample functions for the first 200 seconds of the Wiener Process using Matlab produce. Have sample functions plotted in different

Wiener Process using Matlab

200 sample functions for the first 200 seconds of the Wiener Process using Matlab

produce. Have sample functions plotted in different colors on the same graph and interpret them.

  1. Estimate the mean and variance functions using the example functions. Discuss by comparing the mean and variance functions of the Wiener Process.
  2. Obtain PDF for the Wiener Process
  3. Is the Wiener Process a rigidly stationary process? Show that.
  4. Is the Winer Process a white process? Show that

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