Brownian motion and simulation in matlab?

Let B(t) be Brownian motion, and let

X = integral from 0 to 10 of (B(t) > 0)dt;

i.e., X is the amount of time that B(t) is positive for 0 <= t <= 10. Use

simulation to estimate f_x(x), the density function of X. (To check

your answer, Google "arcsin law".)

2 Answers

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  • Anonymous
    9 years ago
    Favorite Answer

    There is no way to approach this problem since you didn't indicate the expression...

    Good luck!

    Source(s):
  • belva
    Lv 4
    4 years ago

    Are you speaking biology or physics? How can brownian debris be residing? they dont reply to organic and organic stimuli.......They dont reproduce...consume, breath, or poop (excrete).....why could they be residing?

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