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wienrnd

PURPOSE ^

% Return a simulated realization of the @var{d}-dimensional Wiener Process

SYNOPSIS ^

function retval = wienrnd (t, d, n)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {} wienrnd (@var{t}, @var{d}, @var{n})
% Return a simulated realization of the @var{d}-dimensional Wiener Process
% on the interval [0, @var{t}].  If @var{d} is omitted, @var{d} = 1 is
% used.  The first column of the return matrix contains time, the
% remaining columns contain the Wiener process.
%
% The optional parameter @var{n} gives the number of summands used for
% simulating the process over an interval of length 1.  If @var{n} is
% omitted, @var{n} = 1000 is used.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

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