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# Filename: ar1.py
# Author: John Stachurski
# Date: December 2008
# Corresponds to: Listing 8.1
from random import normalvariate as N
a, b = 0.5, 1 # Parameters
X = {} # An empty dictionary to store path
X[0] = N(0, 1) # X_0 has distribution N(0, 1)
for t in range(100):
X[t+1] = N(a * X[t] + b, 1)