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ys = [a[0] * b[0]]
multiplier = exp(k)
for t in 1:T
y = ys[-1] * multiplier
for i in 0:(t-1)
y += b[t] * a[i]
y += a[t] * b[i]
y += a[t] * b[t]
ys.push(y)
return ys
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