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View Full Version : Estimating result of an iterative operation involving random number



klem37
12-14-2015, 11:52 PM
Hi,

Suppose there's an operation like the following:

x(t) = x(t-1) + rand(m..n)

with
x(t) = current value
x(t-1) = previous value
rand(m..n) = equally distributed random real number in the range of m and n

is there a way to estimate the value of x(t) after Y iteration without actually doing the iteration Y times, assuming Y is larger than 1000?

Thanks