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Random Processes
Simulate Any Random Process
RandomFunction
can be used to simulate any random process.
A discretetime and discretestate random process.
In[1]:=
X
RandomFunction[BinomialProcess[1/3], {0, 50}]
Out[1]=
In[2]:=
X
RandomFunction[BinomialProcess[1/3], {0, 50}]; ListPlot[%, Filling > Axis]
Out[2]=
A discretetime and continuousstate random process.
In[3]:=
X
RandomFunction[ARProcess[{0.7}, 1], {0, 50}]
Out[3]=
In[4]:=
X
ListPlot[RandomFunction[ARProcess[{0.7}, 1], {0, 50}], Filling > Axis, AxesOrigin > {0, 0}]
Out[4]=
A continuoustime and discretestate random process.
In[5]:=
X
RandomFunction[PoissonProcess[1], {0, 10}]
Out[5]=
In[6]:=
X
RandomFunction[PoissonProcess[1], {0, 10}]; ListLinePlot[%, Filling > Axis, InterpolationOrder > 0]
Out[6]=
A continuoustime and continuousstate random process.
In[7]:=
X
RandomFunction[WienerProcess[], {0, 10, 0.1}]
Out[7]=
In[8]:=
X
ListLinePlot[RandomFunction[WienerProcess[], {0, 10, 0.1}], Filling > Axis, AxesOrigin > {0, 0}]
Out[8]=