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4.4 Computing Assignment #2, Wed 2/27/2008

Grade: 2/2.

The limiting process simulation. Show that random walk final position is normally distributed in the limit under the Einstein-Weiner process (see problem 2 in this handout

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4.4.1 Simulation
4.4.2 Purpose and design of project
Nature of the project
Questions we are investigating
Few words on the program
The following is a description of the algorithm of the program
A note about the quantile-quantile plot
4.4.3 Summary of numerical results
Experiment #1 \(\beta =2,t=2,D=3,n=100\)
Experiment #2 \(\beta =2,t=2,D=3,n=50\)
Experiment #3 \(\beta =2,t=2,D=3,n=20\)
Experiment #4 \(\beta =2,t=2,D=3,\) \(n=7000\)
Experiment #5 \(n=160,\beta =5,t=1,D=3\)
4.4.4 Discussion of numerical results
4.4.5 Final observation
4.4.6 Graded
4.4.7 Source code listing

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