Re: Simulation

*To*: mathgroup at smc.vnet.net*Subject*: [mg19411] Re: [mg19353] Simulation*From*: "Mark E. Harder" <harderm at ucs.orst.edu>*Date*: Mon, 23 Aug 1999 13:57:20 -0400*Sender*: owner-wri-mathgroup at wolfram.com

Roberto, First, replace the Random[Integer,...] function with a user-defined function ranStep, which returns -1 and 1 1/6 of the time and 0 the remainder of the times (Press, et.al. "Numerical Recipes in Fortran" describe this method of converting a uniform random distribution to one with unequal probabilities): ranStep[]:=If[ Random[Real,{0.,1.}]<N[1/6],Return[-1], If[Random[Real,{0.,1.}]>N[5/6],Return[1],Return[0] ] ] Then use it in the statement you already wrote: data=Table[NestList[#+0.01*ranStep[]&,5,100]] Out[113]= {5,5,4.99,4.99,4.99,4.99,4.99,4.99,4.99,4.99,4.99,4.99,4.99,4.99,4.99,5.,5., 4.99,4.98,4.98,4.98,4.98,4.98,4.98,4.98,4.98,4.98,4.97,4.97,4.97,4.97,4.97, 4.98,4.98,4.97,4.97,4.96,4.96,4.96,4.96,4.96,4.96,4.97,4.97,4.96,4.95,4.95, 4.95,4.95,4.95,4.95,4.95,4.96,4.96,4.96,4.95,4.95,4.95,4.94,4.94,4.94,4.94, 4.93,4.93,4.93,4.93,4.93,4.93,4.94,4.94,4.94,4.94,4.94,4.94,4.94,4.94,4.95, 4.96,4.97,4.97,4.98,4.98,4.98,4.98,4.99,4.99,4.99,4.99,4.99,4.98,4.97,4.98, 4.97,4.97,4.96,4.96,4.97,4.96,4.96,4.95,4.95} -mark -----Original Message----- From: Roberto Diego <r-diego at develnet.es> To: mathgroup at smc.vnet.net Subject: [mg19411] [mg19353] Simulation >Hi there, > >I need help on how the expression: > >data=Table[NestList[#+0.01*Random[Integer,{-1,1}]&,5,1000]]; > >could be modified in order to get -1 with probability 1/6, 0 with p 4/6 and >1 with p 1/6 instead of 1/3,1/3,1/3 > >Thanks a lot > >Roberto Diego >Sociedad de Bolsas > > >