Simulator of AR(1) process with uniform noises

The program shows examples of 30-step trajectories of AR(1) process with i.i.d. uniform noises:
X₋₁ = 0,   X_k = ρ X_k−1 + W_k,   W_k ~ U(−1, 1).

Value of the parameter ρ:

   ρ = 0.5.

Add one trajectory   Add 50 trajectories   Clear (delete all trajectories) Compute CDF corresponding to 100000 trajectories

The empirical CDF of the final points (black) and the asymptotical CDF computed via Fourier series (green):

Histogram of the distribution of the final points:

This program is a part of a joint work by Alin Andrei Carsteanu, Angelica Garcia Leon and Egor Maximenko.
We are grateful to Oleg Kravchenko for the information about the atomic function.