April 2016
Intermediate to advanced
176 pages
5h 58m
English
Content preview from Designing Complex Systems
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144 n Designing Complex Systems
to or less than the inverse of the interval between values, then two adjacent values
are increasingly likely to be equal. e effect of this is best demonstrated by a very
simple example: Let x be a stochastic variable that is equally likely to have a value
anywhere in the range 0 – 1, and let the probability of x changing its value in a
unit time interval equal λ. Start out with x = 0.5, and step through time in unit
0.00
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1.00
119753113151719
Time Steps
Amplitude
0.0000
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Standard Deviation
Figure 8.6 Mean (heavy line) and standard deviation ...
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