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Unformatted text preview: maxt = max(t); % Get sizes Nt = length(t); Np = N; % Generate exponential interarrival times till all samples exceed maxt % Tau contains the set of exponential interarrival times for each experiment % -- one per row Tau = randexp(Np,5,l); while min(sum(Tau')) < maxt Tau = [Tau,randexp(Np,1,l)]; end; % Generate Waiting times from interarrival times W = cumsum(Tau')'; % Generate Process values at the desired time points by summing number of % arrivals prior to each time X = zeros(Np,Nt); for i = 1:Nt X(:,i) = sum((W<t(i))')'; end;...
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This note was uploaded on 09/29/2009 for the course EC 505 taught by Professor Karl during the Fall '04 term at BU.
- Fall '04