Stochastic Labs

by Nikolai V. Shokhirev

ABC Tutorials

Labs

• Pseudo-random numbers
• Probability transformation
• Diffusion, Wiener process
• Geometric Brownian motion
• Ornstein-Uhlenbeck process
  

See also Quantitative playground.

Downloads

Stochastic simulation program.

Special Distributions

• Lognormal Distribution http://www.mlahanas.de/Math/Lognormal.htm
• The Lognormal Distribution http://www.math.uah.edu/stat/special/LogNormal.xhtml
• Special Distributions http://www.math.uah.edu/stat/special/index.xhtml
• Random number generation http://www.statsdirect.com/help/data_preparation/random_number_fill.htm
• Stochastic differential equations (SDE) - Links

See also Statistics.

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©Nikolai V. Shokhirev, 2007-2008