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pj = 0.05 for j ≠ 0, αSG = 0.5, αLS = 0.5, αSL = 0.2. In (a) σ = 1 and αGS = 1 (black), αGS = 0.1 (dark grey), αGS = 0.01 (light grey). In (c) σ = 0.01 and αGS = 1 (black), αGS = 0.1 (dark grey), αGS = 0.01 (light grey). The right columns (figures (b) and (d)) show the mean of 1000 simulations, corresponding to αGS = 0.01, along with the shaded area containing 90% of the simulations, and the result of a single simulation.
