Simulation of Stochastic Processes

Version 1.0.0.0 (9.54 KB) by Ingemar Kaj Raimundas Gaigalas
Simulates and plots trajectories of simple stochastic processes.
3.2
(6)
9.7K Downloads
Updated 9 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

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

Cite As

Ingemar Kaj Raimundas Gaigalas (2026). Simulation of Stochastic Processes (https://www.mathworks.com/matlabcentral/fileexchange/2493-simulation-of-stochastic-processes), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R12.1
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0

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