Stochastic simulation using MATLAB随机过程matlab编程

    技术2022-05-12  23

     

    UPPSALA UNIVERSITY : Department of Mathematics : Mathematical Statistics

    Stochastic simulation using MATLAB

    Ingemar Kaj and Raimundas Gaigalas

    Last modified: Dec 2005

    This tutorial contains Matlab code and documentation for a seminar on stochastic simulation. The program package demonstrates basic techniques for effective simulation and visualization of various stochastic processes and random mechanisms. We try to emphasize methods that are natural given the matrix and vector oriented nature of Matlab. The goal is tha


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