Homework16_A

Simple variation of your application to simulate stochastic processes.
Add to your previous program 13_A the following.
Same scheme as previous program, except changing the way to compute the values at each time. Starting from value 0 at time 0, at each new time compute Y(i) = Y(i-1) + Random step(i). Where Random step(i) is a Rademacher random variable ( https://en.wikipedia.org/wiki/Rademacher_distribution ).
At time n (last time) and one other chosen inner time 1<j<n (j is a program parameter) create and represent with histogram the distribution of Y(i).

Code VB.Net

https://drive.google.com/file/d/1H_QLl2qtHPt5sRzxeM1ib5tlOHbmNYJy/view?usp=sharing

In probability theory and statistics, the Rademacher distribution (which is named after Hans Rademacher) is a discrete probability distribution where a random variate X has a 50% chance of being +1 and a 50% chance of being -1.

Public Function Generate_randomWalk() As Path
…
Dim p As Double = 0.5
Dim v As Double = R.NextDouble
If v <= p Then
path.jump.Add(1)
else
path.jump.Add(-1)
End if
…
End Function