ricepdf.m

suzuki过程的matlab仿真

sigma=1;
p=10;
t=1:0.02:4;

for k=1:1:151
b(k)=besselj(0,t(k)*p/sigma^2);
pdf1(k)=(t(k)/sigma^2)*exp(-((t(k)^2+p^2)/2*sigma^2))*b(k);
end
plot(t,pdf1);