- #1
PhoenixWright
- 20
- 1
Homework Statement
I have simulated Langevin equation (numerically in Matlab) for some specific conditions, so I have obtained the solution ##X(t)##.
But now, with the solution I have obtained, I have to calculate ## <X(t)|x_0>, <X^2(t)|x_0>-(<X(t)|x_o>)^2 ## and the conditional correlation function ##<X(t)X(0)>##.
##X(0)=1##
The Attempt at a Solution
I know how to calculate the mean and variance, even for several variables. Nevertheless, I don't know how to calculate the mean and variance of ##X## conditioned to a single value ##x_0##, nor conditional correlation function...
I would appreciate if someone could help me.
Thank you so much.