Package Processes

Package description: Processes

See:
Description

Interface Summary

Region_1D	Interface for a one dimensional region (subset of the real line).
Region_nD	Interface for an n-dimensional region (subset of R^n).
StoppingTime	Interface defining a stopping time.

Class Summary

BiasedRandomWalk	Random walk moving up 1 with probability p and down 1 * with probability 1-p.
BrownianMotion	A one dimensional standard Brownian motion * * @author Michael J.
CompoundPoissonProcess	The compound Poisson process characterized by intensity lambda * and event random variable X (size of events).
FirstExitTime_1D	Stopping time triggering as soon as a one dimensional process X * exits a one dimensional dimensional region D.
FirstExitTime_nD	Stopping time triggering as soon as an n-dimensional process X * exits an n-dimensional region D.
HittingTime_1D	Stopping time triggering as soon as a one dimensional process X * hits a one dimensional dimensional region D.
HittingTime_nD	Stopping time triggering as soon as an n-dimensional process X * hits an n-dimensional dregion D.
MarkovChain	A Markov chain with states 0,1,2...
MaximumPathFunctional	The maximum of a process along its path
PathFunctional	Abstract class defing a random variable H which is a functional (deterministic function) of the path of a stochastic process.
SFSMarkovChain	A stationary finite state (SFS) Markov chain.
SFSMarkovChainImpl	Implementation of SFSMarkovChain relying on * transition probabilities * q(i,j)=Q[i][j-a[i]], a[i]<=j<=b[i], * stored in an array Q[][].
SFSStoppableMarkovChain	A stationary finite state Markov chain with reward(t,i) * for stopping at time t if the chain is in state i.
StochasticProcess	Abstract class implementing some methods for a one dimensional * stochastic process and leaving process specific details abstract to be * overridden in concrete subclasses.
StoppableMarkovChain	A Markov chain with reward(t,j) if the chain is stopped * at time t in state j.
SymmetricRandomWalk	A random walk moving up 1 or down 1 with equal probability p=1/2.
VectorBrownianMotion	Standard Brownian motion in dimension dim>1.
VectorProcess	Abstract class implementing some methods for an n-dimensional stochastic * process X(t) and leaving process specific details abstract to be overridden * in concrete subclasses.

Package Processes Description

Package description: Processes

This package introduces stochastic processes in one or more dimensions and optional times for such processes as abstract classes and implements several concrete examples.