I am trying to plot the Kac Formula with MatLab and I am having trouble.
Here's a link to the formula Kac Formula -- from Wolfram MathWorld
Any help would be greatly appreciated.
I am trying to plot the Kac Formula with MatLab and I am having trouble.
Here's a link to the formula Kac Formula -- from Wolfram MathWorld
Any help would be greatly appreciated.
First you write a function to evaluate , Now we want:
In order to get rid of the infinite range of integration we make a change of variable: and the integral becomes:
Now you use Matlab quad function to evaluate this.