Questions tagged [random-process]

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6
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1answer
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ItoProcess function

While looking in the help manual of Mathematica concerning the ItoProcess function I found the following: ItoProcess[{a,b,c},x,t]: represents an Ito Process y(t)=c(t,x(t)), where dx(t)=a(t,x(t))dt+b(...
14
votes
1answer
192 views

Ito Process sourced by Gaussian Process?

Question Is it possible to extend the function ItoProcess so that it takes correlated noise? I.e would like to be able to write ...
4
votes
3answers
552 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.
3
votes
1answer
187 views

Connecting 2 graphs according to NearestNeighbor and degree distribution

Context and example: Suppose we have 2 graphs $g_1,g_2$ that we connect together by introducing edges between each node of $g_1$ and its corresponding nearest neighbors within the second graph $g_2.$ ...