Question

Consider :

dist = Parallelize[
   Table[RandomVariate[NormalDistribution[]], {100000}]];

How could I create a recursive function such that :

Subscript[d, 1] = dist[[1]]

Subscript[d, 2] = .95 Subscript[d, 1] + dist[[2]]

Subscript[d, 3] = .95 Subscript[d, 2] + dist[[3]]

And do this till Subscript[d, 100000]

Thank You.

It is surprisingly the first time I run into this.

Answer 1

Consider this:

dist = RandomVariate[NormalDistribution[], {100000}];

dist2 = Rest@FoldList[0.95 # + #2 &, 0, dist];

Subscript[d, x_] := dist2[[x]]

I don’t normally use Subscript this way; I don’t know what may break doing this. If you describe more of your problem, I may have an alternate suggestion.