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Simulation of Stochastic Processes

Simulates and plots trajectories of simple stochastic processes.


Updated 09 Jan 2006

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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

Comments and Ratings (7)

Royi Avital

If I want to simulate Photons hitting an Image Sensor (Poisson Process) will that be good?

Rui Tang

Intuitive, but not the most efficient way of programming.

Tim Gerasimov

Simple, but gets the job done


It does not work. Unix command TAR reports: "tape block error". By the way, the file is reported as *.gz, actually it is

Ricgard Anderson

Winzip 8.1 reports an error with the file and will not open it. Is the file corrupt?


Changed tgz archive format to zip. Added a counting function to poissonti.m.

MATLAB Release Compatibility
Created with R12.1
Compatible with any release
Platform Compatibility
Windows macOS Linux

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