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Questions tagged [random-process]

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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 ...
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RandomFunction of the InhomogeneousPoissonProcess: unexpected behavior

For a $ 100 000 $ realization of the inhomogenous Poisson random process ...
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31 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 ...
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66 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 ...