# Questions tagged [random-process]

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### How can I generate monotonic random real numbers

My question is simple, and therefore I made a search of an answer to it using the Repository of this forum. There are relevant questions, however, none of them answers to the following question. My ...
22 views

### RandomFunction of the InhomogeneousPoissonProcess: unexpected behavior

For a $100 000$ realization of the inhomogenous Poisson random process ...
19 views

### Fix parameter in EstimateProcess

Can I fix some parameter in EstimateProcess? I want to estimate the transition matrix of a hidden markov process without optimization/change of the distribution ...
39 views

### Generating random variates inside summation

I'd like to generate a table of sums which each a non-correlated, normally distributed random variate inside. Here is the sample code: ...
97 views

### Reverse graph generation

The more usual way of generating graphs and random graphs, is to start from a mechanism of adding nodes (e.g. randomly embedding or connecting, or randomly rewiring edges, etc), and for which we know ...
37 views

### Simulating Stochastic Matrix Differential Equation with Arbitrary Autocorrelation Function

I want to numerically simulate a matrix differential equation that includes a stochastic (vector) Gaussian noise $\mathbf{n}$, where the different vector components are independent, and each component ...
64 views

### Combine WienerProcess and WhiteNoiseProcess

I'm trying to simulate an IMU (inertial measurement unit) using a simple model: $$\tilde a(t) = a(t) + b(t) + c(t)$$ where $\tilde a$ is the measured value, $a$ is the true value, $b$ is the ...
70 views

### How to generate Markov chains with given length and end state?

Suppose I have a discrete Markov process with states called 'Alice', 'Bob', 'Charlie', 'Daryl', 'Edith', and 'Fiona' and a given transition matrix. How can I get Mathematica to generate a finite ...
156 views

### Monte Carlo Simulation of a Double Well Potential (Edited)

I am looking for a possible way to simulate the temperature effect on a collection of atoms sitting within a double well potential, say something like ...
240 views

### Adding white noise to a signal of two variables

When a signal depends on two variables, e.g., f[k1_, k2_] := Exp[I 0.75 (k1 + 0.3 k2)] + 1.5 Exp[I (0.2 k1 + 0.3 k2)] + Exp[I (0.2 k1 + 0.4 k2)]; where ...
1k views

### Survival Probability for Random Walks

The Survival Probability for a walker starting at the origin is defined as the probability that the walker stays positive through n steps. Thanks to the Sparre-Andersen Theorem I know this PDF is ...
261 views

### Modelling snowfall as a random walk with a drift

I am trying to simulate a (very) simple model of snow fall/accumulation using random walks in the following way: ...
209 views

### Generate Gaussian process with squared exponential covariance function

In a (stationary) Gaussian Process, values which are closeby are more similar than values far away from each other. The correlation function tends to zero as distance increases. Often, one models the ...
292 views

### Record Statistics for Discrete Random Walks

I code a random walk of length 100 drawn from a LaplaceDistribution: Accumulate[RandomVariate[LaplaceDistribution[0, 1], 10000]] I am having trouble counting the ...
139 views

### Driving a system of differential equations with an AR1-Process

I have the following system of differential equations: ...
76 views

### Non-Gaussian random field generation

I would like to generate a height field that has a user specified distribution of slopes. Generating a random field with Gaussian slope distribution is easy. Is there a relatively simple way to ...
274 views

### How to simulate a random walk to randomly generated particle to another particle fixed at the center of a grid?

I am new in Mathematica, it is my first program. Many codes of diffusion-limited aggregation are available but, they are too difficult to understand. I basically want to create a simulation of the ...
466 views

### How do I create a random point on the surface of a cube? [duplicate]

How do I create a random point on the surface of a cube? I mean on one of its six faces at random.
135 views

### Simulation of the stochastic system

I have the stochastic system which consists of 4 nonlinear equations. White Gaussian noise is used in the third equation only. Nevertheless, the whole system is stochastic. Some problems arise when ...
69 views

### How to plot more paths to this SDE simulation? [duplicate]

I have the following code that simulates an Ito process in Mathematica, ...
90 views

### Generating the cumulative distribution function (CDF) of a tuple made by RandomFunction

I use the RandomFunction to generate a continuous random function (trying to model a rough surface): ...