A = 70;
p = 0.5;
t = (0:100)*0.9;
y = zeros(size(t));
state = 0;
for K = 2 : numel(t)
R = rand();
if R > p
y(K) = y(K-1);
elseif state == -1 || state == 1
state = 0;
y(K) = 0;
elseif R > p/2
state = -1;
y(K) = -A;
else
state = 1;
y(K) = A;
end
end
stairs(t, y)
