blems 1. Design a Monte Carlo simulation to estimate the probability of a random walk reaching the top a of the given interval [-b, a]. Carry out n = 10000 random walks. Calculate the error by comparing with the correct answer. (a) [-2, 5] (b) [-5, 3] (c) [–8, 3] 2. Calculate the mean escape time for the random walks in Computer Problem 1. Carry out n = 10000 random walks. Calculate the error by comparing with the correct answer.

C++ Programming: From Problem Analysis to Program Design
8th Edition
ISBN:9781337102087
Author:D. S. Malik
Publisher:D. S. Malik
Chapter17: Linked Lists
Section: Chapter Questions
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USE EITHER PYTHON OR MAPLE FOR THESE (or matlab if you know it)

DO NOT SOLVE THESE BY HAND. If you solve these by hand I will thumbs down your answer.

9.3 Computer Problems
1.
Design a Monte Carlo simulation to estimate the probability of a random walk reaching the top
a of the given interval [-b, a]. Carry out n = 10000 random walks. Calculate the error by
comparing with the correct answer. (a) [-2, 5] (b) [-5, 3] (c) [-8, 3]
2.
Calculate the mean escape time for the random walks in Computer Problem 1. Carry out
n = 10000 random walks. Calculate the error by comparing with the correct answer.
Transcribed Image Text:9.3 Computer Problems 1. Design a Monte Carlo simulation to estimate the probability of a random walk reaching the top a of the given interval [-b, a]. Carry out n = 10000 random walks. Calculate the error by comparing with the correct answer. (a) [-2, 5] (b) [-5, 3] (c) [-8, 3] 2. Calculate the mean escape time for the random walks in Computer Problem 1. Carry out n = 10000 random walks. Calculate the error by comparing with the correct answer.
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