Top "Stochastic-process" questions

A stochastic process is a collection of related random variables, often used as a model for a quantity that varies over time or space with some degree of smoothness.

How do I generate a Poisson Process?

Original Question: I want to generate a Poisson process. If the number of arrivals by time t is N(t) …

c++ random poisson stochastic-process
Are there known techniques to generate realistic looking fake stock data?

I recently wrote some Javascript code to generate random fake stock data as I wanted to show a chart that …

algorithm stock stochastic-process
Generate and plot the empirical joint pdf and CDF

Given a pair of two variables (X,Y), how can you generate and plot the empirical joint PDF and CDF …

matlab stochastic-process
Generate Poisson process using R

I want to generate a process where in every step there is a realisation of a Poisson random variable, this …

r statistics poisson stochastic-process