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".)
- Anonymous9 years agoFavorite Answer
There is no way to approach this problem since you didn't indicate the expression...
Good luck!Source(s): ☻
- belvaLv 44 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?