function [res]=gamma(n,C,beta) res= C / (n^beta); endfunction function [res]=F(x,g) res= x - g; endfunction function X=estimation(n,C,beta) X=zeros(1,n); G=grand(1,n,"nor",0,1); X(1) = 1.0; for k=[1:n-1] do X(k+1)=X(k)-gamma(k+1,C,beta)*F(X(k),G(k)); end; endfunction n=10000; C=1; beta=1; X=estimation(n,C,beta); plot2d([1:n],X); C=1/10; beta=1; X=estimation(n,C,beta); plot2d([1:n],X); C=2; beta=1; X=estimation(n,C,beta); plot2d([1:n],X);