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Highlights from
Simulation of Stochastic Processes

birthdeath(npoints, flambda, ... BIRTHDEATH generate a trajectory of a birth-death process
bm3plot(npoints, sigma) % BM3PLOT Generate and plot a 3-dimensional Brownian motion
brownian(npoints, sigma) BROWNIAN generate and plot an aproximation to Brownian motion.
galtonwatson(nmbgen, initsize... GALTONWATSON generates a trajectory of a Galton-Watson branching process
moran(initsize, popsize) MORAN generates a trajectory of a Moran type process
poisson2d(lambda) POISSON2D generate and plot Poisson process in the plane
poisson3d(lambda) POISSON3D generate and plot Poisson process in the unit cube
poissonjp(njumps, lambda, ntr... POISSONJP generate and plot a number of trajectories of a Poisson
poissonti(tmax, lambda, nproc... POISSONTI generate N independent Poisson processes as matrix
ranwalk(npoints, p) RANWALK generate and plot a trajectory of a random walk which
ranwalk2d(npoints, p)
ranwalk3d(npoints, p)
rw3plot(npoints, ntrajs, p) RW3PLOT generate and plot some trajectories of the process
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Simulation of Stochastic Processes

by Ingemar Kaj Raimundas Gaigalas

07 Oct 2002 (Updated 09 Jan 2006)

Simulates and plots trajectories of simple stochastic processes.

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Description

Routines for simulating paths of stochastic processes: random walk, Poisson process, Brownian motion and their multidimensional versions, as well as birth-and-death processes, branching and reproduction models. See

http://www.math.uu.se/research/telecom/software/

MATLAB release

MATLAB 6.1 (R12.1)

Tags for This File
Everyone's Tags	birthdeath, branching, brownian, moran, poisson(3), random walk, simulation
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Comments and Ratings (6)
30 Aug 2003	Ricgard Anderson	Winzip 8.1 reports an error with the file and will not open it. Is the file corrupt?
13 Jan 2005	I MM	It does not work. Unix command TAR reports: "tape block error". By the way, the file is reported as *.gz, actually it is stproc.tar.gz.tar
11 Dec 2005	Tim Gerasimov	Simple, but gets the job done
04 May 2006	Rui Tang	Intuitive, but not the most efficient way of programming.
18 Apr 2009	Royi Avital	If I want to simulate Photons hitting an Image Sensor (Poisson Process) will that be good?
14 May 2011	Emanuele Natale

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Updates
09 Jan 2006	Changed tgz archive format to zip. Added a counting function to poissonti.m.

Tag Activity for this File
Tag	Applied By	Date/Time
simulation	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 06:52:30
poisson	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 06:52:30
brownian	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 06:52:30
random walk	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 06:52:30
moran	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 06:52:30
birthdeath	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 06:52:30
branching	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 06:52:30
poisson	Laszlo Balazs	03 May 2011 11:43:46
poisson	simon	07 Feb 2012 10:03:13

Highlights from Simulation of Stochastic Processes

Simulation of Stochastic Processes

Highlights from
Simulation of Stochastic Processes