Path: Math/Probability
% Random walk with damping and drift If the damping b is nonzero, x will reach a limit. Type RandomWalkMarkov for a demo -------------------------------------------------------------------------- Form: x = RandomWalkMarkov(xI,b,sigma,d,n) -------------------------------------------------------------------------- ------ Inputs ------ xI (1,1) Initial value b (1,1) Damping sigma (1,1) Standard deviation d (1,1) Drift n (1,1) Number of samples ------- Outputs ------- x (1,n) Values --------------------------------------------------------------------------
Common: Graphics/Plot2D
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