Code covered by the BSD License
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birthdeath(npoints, flambda, ...
BIRTHDEATH generate a trajectory of a birth-death process
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bm3plot(npoints, sigma)
% BM3PLOT Generate and plot a 3-dimensional Brownian motion
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brownian(npoints, sigma)
BROWNIAN generate and plot an aproximation to Brownian motion.
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galtonwatson(nmbgen, initsize...
GALTONWATSON generates a trajectory of a Galton-Watson branching process
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moran(initsize, popsize)
MORAN generates a trajectory of a Moran type process
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poisson2d(lambda)
POISSON2D generate and plot Poisson process in the plane
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poisson3d(lambda)
POISSON3D generate and plot Poisson process in the unit cube
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poissonjp(njumps, lambda, ntr...
POISSONJP generate and plot a number of trajectories of a Poisson
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poissonti(tmax, lambda, nproc...
POISSONTI generate N independent Poisson processes as matrix
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ranwalk(npoints, p)
RANWALK generate and plot a trajectory of a random walk which
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ranwalk2d(npoints, p)
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ranwalk3d(npoints, p)
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rw3plot(npoints, ntrajs, p)
RW3PLOT generate and plot some trajectories of the process
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View all files
from
Simulation of Stochastic Processes
by Ingemar Kaj Raimundas Gaigalas
Simulates and plots trajectories of simple stochastic processes.
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| All files for Simulation of Stochastic Processes |
/license.txt
/stproc/README
/stproc/birthdeath.m
/stproc/bm3plot.m
/stproc/brownian.m
/stproc/galtonwatson.m
/stproc/moran.m
/stproc/poisson2d.m
/stproc/poisson3d.m
/stproc/poissonjp.m
/stproc/poissonti.m
/stproc/ranwalk.m
/stproc/ranwalk2d.m
/stproc/ranwalk3d.m
/stproc/rw3plot.m
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