Thanks very much for your help in this.
The original purpose of my question is to optimize a hobbyist simulation engine I'm tweaking. The original engine has several hundred of such iterative operations done in each frame, each with their own set of parameters. I am trying to reduce the...
Just making sure I'm getting it right, if error is defined as the absolute difference between the estimate value and the actual value (the result of doing the actual iterations), the error will become larger as the estimate value become smaller, or put it another way, error is inversely related...
Thanks for your reply.
However, your solution fails when the range of the random variable is $-m \le r \le m$
Sample simulations:
$x(0)=0,\,m=-1,\,n=1$
$Y$
Estimate
Actual
1000
0.0
-12.91132354196654
10000
0.0
88.76996209606638
100000
0.0
-214.62703168619245
1000000
0.0...
Hi,
Suppose there's an operation like the following:
x(t) = x(t-1) + rand(m..n)
with
x(t) = current value
x(t-1) = previous value
rand(m..n) = equally distributed random real number in the range of m and n
is there a way to estimate the value of x(t) after Y iteration without actually doing...