RMarkov:

Path: Math/Probability

% Generates the autocorrelation function for a Markov Process.

   Since version 1.
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   Form:
   r = RMarkov( sigma, tCorr, tau )
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   ------
   Inputs
   ------
   sigma        (m)    Square root of mean squared value
   tCorr        (m)    Correlation time constant
   tau          (n)    Time shifts for which it is to be computed

   -------
   Outputs
   -------
   r          (m,n)    Output

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Children:

Common: Graphics/Plot2D

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