repo for the paper https://onlinelibrary.wiley.com/doi/full/10.1111/tra.12639
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Updated
Apr 1, 2023 - MATLAB
repo for the paper https://onlinelibrary.wiley.com/doi/full/10.1111/tra.12639
In the second semester of 2021 - 2022, I took the course "Stochastic Process", which included programming exercises and projects in MATLAB language in the above files and you can see.
Probabilistic generation of hazard-consistent suites of fully non-stationary seismic records
A non-Gaussian distribution is generated from a Gaussian-distributed white noise
A queueing package for GNU Octave
Probability Models, Detection, and ML + MMSE estimation
codes from theorems in the field of stochastic processes
MATLAB code to generate Riemann-Liouville fractional and multifractional Brownian motion paths with a given Hurst function.
This repository houses a comprehensive Graphical User Interface (GUI) tool designed for analyzing and visualizing random variables (RVs) and random processes (RPs). The tool allows users to input specific values and parameters of RVs and RPs, enabling the generation of statistical data, graphical representations, and calculations related
A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.
MATLAB codes that generate random neuron spikes and convert them into fluorescence data
Observation on the Implication of Central Limit Theorem
Stochastic simulations using Octave for normal multivariate and queueing theory problems.
Matlab functions to test the stationarity of a random process
Using Finite Element and Finite Difference Methods to Price European Options
Repository of 2 projects related to stochastic signals. First one focus on basics of signals. Second one focus on building a finite causal FIR Weiner Filter for noise cancellation.
Code for "Numerical methods for the 2nd moment of stochastic ODEs" (https://arxiv.org/abs/1611.02164)
StoMADS algorithm for stochastic blackbox optimization
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