The maximum I would ask, is hints, how to model MFBMotion.
Firstly, i wanted to simulate in MATLAB that code:
nT = ceil(T/step); [s,c] = cov2corr(sigma); s = s * sqrt(step); sigma = corr2cov(s,c); Sd = chol(sigma); dW = randn(nT,length(S0)nb_traj); Sd = repmat({Sd},1,nb_traj); Sdb = blkdiag(Sd{:}); dWc = dW * Sdb; c = repmat(1+mustep, nT, nb_traj); S = [repmat(S0, 1, nb_traj); repmat(S0, nT, nb_traj) .* cumprod(c + dWc)]; S = reshape(S, [nT+1, size(S0,2), nb_traj]); if nargout > 1 t = [0;step * (1:nT)']; end
nT = ceil(T/step);
s,c] = cov2corr(sigma);
s = s * sqrt(step);
sigma = corr2cov(s,c);
Sd = chol(sigma);
dW = randn(nT,length(S0)*nb_traj);
Sd = repmat({Sd},1,nb_traj);
Sdb = blkdiag(Sd{:});
dWc = dW * Sdb;
c = repmat(1+mu*step, nT, nb_traj);
S = [repmat(S0, 1, nb_traj); repmat(S0, nT, nb_traj) .* cumprod(c + dWc)];
S = reshape(S, [nT+1, size(S0,2), nb_traj]);
if nargout > 1
t = [0;step * (1:nT)'];
end
Don't know, how to convert it to Mathematica. Plus what to do with that co-variation function