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Answer by Daniel Huber for Stochastic process: Understanding Ornstein...
You have different x axes. For the correlation function the x axis is 0,1,2,... And for the Table you have 0,0.1,0.2,0.3,... (Note: f is not defined, I set it to f=0.1)If we change the x axis of the...
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Stochastic process: Understanding Ornstein Uhlenbeck Process
Recently, I have been trying to simulate a random/stochastic variable that follows Gaussian distribution and also has an exponential correlation function $\left\langle X(t)X(s)\right\rangle=...
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