随机过程应用matlab,Stochastic simulation using MATLAB 随机过程matlab编程

Stochastic simulation using MATLAB

Last modified: Dec 2005

This tutorial contains Matlab code and documentation for a seminar on stochastic simulation. The program package demonstrates basic techniques for effective simulation and visualization of various stochastic processes and random mechanisms. We try to emphasize methods that are natural given the matrix and vector oriented nature of Matlab. The goal is that users of this material find inspiration and ideas to prepare their own code for a particular application involving random dynamics.

Matlab files: zip-archive, Version 2.1

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