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

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