9 Jul
2007
9 Jul
'07
7:19 a.m.
On 5/9/07, Claude Heiland-Allen claudiusmaximus@goto10.org wrote:
Here's an example of a random walk that is biased towards the middle of its range and is guaranteed not exceed its bounds.
Hi, Claude, I came up with something similar, a random walk biased towards 0, as a signal object. The parameters are awful tricky/finicky. I don't have any good guidelines for choosing the parameters to make it work more effectively, just trial and error. The patch simulates a 1st order stochastic differential equation (in a crude fashion). If anyone can suggest a good way to simulate these kind of equations, I would like to know more :) Chuck