Compute and compare the histograms of uk and xk

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Reference no: EM131465472

Question: Use a random-number-generating routine to calculate the 1000-num-ber sequence uk, and compute

x_k+1 = 0.8x_k+ 0.6u_k, k = 1-1000, x₀ = 0.

(a) Compute the auto- and cross-covariance functions of uk and xk. Comment on the results.

(b) Compute and compare the histograms of uk and xk.

Reference no: EM131465472

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