Consider a Bernoulli process with =0.3. Simulate a sequence of 100 outcomes. Interpret the simulated sequence as follows: place a walker at position 0. A '0' is interpreted as a move of size 0, a '1' is interpreted as a move of size 1. Our simulated sequence can thus be interpreted as a random walk. Record the end position of our random walk. Repeat this 10000 times. Histogram these end positions. Your histogram, when appropriately binned, should resemble a Gaussian. Give and e of this distribution. If you are confident, you may also use the central limit theorem directly and dispense with simulation.
Consider a Bernoulli process with =0.3. Simulate a sequence of 100 outcomes. Interpret the simulated sequence as follows: place a walker at position 0. A '0' is interpreted as a move of size 0, a '1' is interpreted as a move of size 1. Our simulated sequence can thus be interpreted as a random walk. Record the end position of our random walk. Repeat this 10000 times. Histogram these end positions. Your histogram, when appropriately binned, should resemble a Gaussian. Give and e of this distribution. If you are confident, you may also use the central limit theorem directly and dispense with simulation.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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