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delay evaluation inside RecurrencTable?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg122443] delay evaluation inside RecurrencTable?
  • From: Alan <alan.isaac at gmail.com>
  • Date: Sat, 29 Oct 2011 07:07:35 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • Reply-to: comp.soft-sys.math.mathematica at googlegroups.com

My first attempt to simulate an AR(1) process was
RecurrenceTable[{a[n] == 0.8*a[n - 1] + RandomReal[{-1, 1}], 
  a[0] == 100}, a, {n, 1, 20}]
which of course failed because RandomReal was only evaluated once.

Is there some way to get a new evaluation of RandomReal for each n (*inside* RecurrenceTable)?

Thanks,
Alan Isaac

PS Sorry if this repeats. I posted this question days ago and it has not yet appeared.



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