Interface | Description |
---|---|
GaussianField.Covariance<K extends Comparable<? super K>> | |
GaussianField.Mean<K extends Comparable<? super K>> | |
RandomProcess<D extends Distribution> |
A random/stochastic process is a collection of random variables representing the evolution of some random
value over "time".
|
Class | Description |
---|---|
GaussianField<K extends Comparable<? super K>> |
A Gaussian process is a stochastic process whose realizations consist of random values associated with
every point in a range of times (or of space) such that each such random variable has a normal
distribution.
|
GaussianProcess |
A Gaussian process is a stochastic process whose realizations consist of random values associated with
every point in a range of times (or of space) such that each such random variable has a normal
distribution.
|
GeometricBrownian1D | |
GeometricBrownianMotion |
Diffusion process defined by a stochastic differential equation:
|
PoissonProcess |
A Poisson process is a stochastic process which counts the number of events in a given time interval.
|
RandomProcess.SimulationResults | |
Wiener1D | |
WienerProcess |
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