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Created November 10, 2016 21:40
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ys = [a[0] * b[0]]
A = 0
B = 0
multiplier = exp(k)
for t in 1:T
A += a[t - 1]
B += b[t - 1]
y = ys[-1] * multiplier
y += A * b[t]
y += a[t] * B
y += a[t] * b[t]
ys.push(y)
return ys
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