dataset_bm {STFTS}

Integrals of Squared Brownian Motion

Description

Generate a dataset of independent simulated values of \int_0^1{W^2(t)}dt, where W is a standard Brownian motion on [0,1].

Usage

dataset_bm(NUM)

Arguments

NUM

Number of simulated values generated in the dataset.

Value

A vector with length equals to NUM.

Examples

dataset_bm(10)