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Your code uses x .+= y, so you should know that in Julia 0.5 this has changed meaning to be equivalent to broadcast!(identity, x, x .+ y), so that it mutates the x array (see JuliaLang/julia#17510 … in Julia 0.6 the whole operation will occur in-place without temporaries). So .+ should only be used if the left-hand side is a mutable array, and you don't mind mutating it.
At first glance, this seems like a problem for you, because you use y .+= μ / (1 - ρ) where y is a LinSpace object, which is immutable. You can change it to += to avoid trying to mutate y. (However, the code is type-unstable in any case because y changes types, so you might want to use a new variable.)
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