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Re: delay evaluation inside RecurrencTable?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg122505] Re: delay evaluation inside RecurrencTable?
  • From: "Dr. Wolfgang Hintze" <weh at snafu.de>
  • Date: Sun, 30 Oct 2011 04:23:31 -0500 (EST)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • References: <j8gms1$53k$1@smc.vnet.net>

"Alan" <alan.isaac at gmail.com> schrieb im Newsbeitrag 
news:j8gms1$53k$1 at smc.vnet.net...
> 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.
>

What about this?

a[0] = 100; Table[a[k] = 0.8*a[k - 1] + RandomReal[{-1, 1}] , {k, 1, 
20}]

Each time you call the Table new random numbers are taken taken.

--- Wolfgang




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