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Processes
See:
Description
Interface Summary  
Region_1D  Interface for a one dimensional region (subset of the real line). 
Region_nD  Interface for an ndimensional 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 1p. 
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 ndimensional process X * exits an ndimensional 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 ndimensional process X * hits an ndimensional 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][ja[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 ndimensional stochastic * process X(t) and leaving process specific details abstract to be overridden * in concrete subclasses. 
Processes


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