标签[stochastic-process]

随机过程是相关随机变量的集合,通常用作随时间或空间以一定程度的平滑度变化的数量的模型。

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我想使用对偶函数来求解指数效用函数的最佳策略。我做对了吗?

Closed. 关闭。 This question does not meet Stack Overflow guidelines . 此问题不符合Stack Overflow 准则。 It is not cur
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如何使用Vectorp中包含的随机值在GNUOctave中定义另一个随机变量T5?

I declared a vector p using the following code : p = ones(1,6)/6我使用以下代码声明了一个向量 p:p =ones(1,6)/6 It gives me a vector which contains values representin
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在R中模拟一个过程n次

I've written an R script (sourced from here ) simulating the path of a geometric Brownian motion of a stock price, and I need the simulation to run 10
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R-在yuima中绘制3维样本路径?

I am fairly new to R and also to the yuima package, so I was hoping someone could help me with the following issue.我对 R 和yuima包yuima ,所以我希望有人能帮助我解决以下问
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划分第一阶段可行性集

I am working on a two-stage stochastic problem, and I must know how we can partition the first-stage feasibility set of our problem using the optimali
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L形方法中达到最佳解的迭代次数

In solving a stochastic programming using L-shaped method, is there any way to find the number of iterations in reaching to the optimal solution?使用L形方
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Gillespiealg中的致命错误-*tmp*错误-R

I have the following variation of the Gillespie algorithm which is used to model stochastic systems:我具有用于模拟随机系统的Gillespie算法的以下变体:gillespie_counter_two
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在Python中模拟基本随机过程

I'm trying to simulate a simple stochastic process in Python but with no success.我正在尝试在Python中模拟一个简单的随机过程,但没有成功。 The process is the following:该过程如下: x
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如何在Python中的球体表面上创建轮廓图?

I have plotted a sphere in Python to be used as a graphical representation of some stochastic variables u_1, u_2 and u_3.我在Python中绘制了一个球体,用作一些随机变量u_1,
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在python中转换网格化数据

I have a file with a gridded data (coordinates; connectivity and hydraulic conductivities).我有一个带有网格数据的文件(坐标;连通性和水力传导率)。 this file gives me the followi
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如何模拟随机过程,直到路径的所有元素都为正?

I want to simulate a path for certain a stochastic process in continuous time using Python.我想使用Python在连续时间内模拟某些随机过程的路径。 I wrote the following function
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使用matplotlib进行简单动画

I am trying to make a simple animation for a stochastic process (just black and white dots randomly changing their colors).我正在尝试为随机过程制作一个简单的动画(只是黑白点随机
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在解释了每个步骤后,可以使用哪种R代码来模拟一维布朗运动路径?

n <- 1000t <- 100bm <- c(0, cumsum(rnorm(n,0,sqrt(t/n))))steps <- seq(0,t,length=n+1)plot(steps,bm,type="l",xlab="Time",ylab="B(t)") This
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如何使用R创建简单的分支过程?

I'm trying to use R to make a simple branching process to calculate the population of foxes over 10 generations using我正在尝试使用R进行简单的分支过程,以计算使用10代以上的狐狸的种
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使用CPnest计算贝叶斯定理证据,接收到AttributeError:'MetropolisHastingsSampler'对象没有属性'thread_id'

I am currently trying to use CPnest to calculate some evidences for given a data set (Bayesian statistics) Upon my first running of the code, I receiv
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为什么Q学习的学习率对随机环境很重要?

As stated in the Wikipedia https://en.wikipedia.org/wiki/Q-learning#Learning_Rate , for a stochastic problem, using the learning rate is important for
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如何计算具有不同时间长度t的两个模拟布朗运动的协方差(以及扩展相关)?(在R上编码)

Currently rushing an assignment and I'm stuck at a certain part.目前正在赶任务,我被困在某个部分。 I have simulated 1000 different paths of Brownian Motion for t = 2,
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R上的简单高斯过程模拟

How to simulate a Gaussian process X(t), t = 1, . . . , 200如何模拟高斯过程X(t), t = 1, . . . , 200 X(t), t = 1, . . . , 200 X(t), t = 1, . . . , 200 , with m
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使用熊猫的泊松过程的KeyError

I am trying to create a function which will simulate a poison process for a changeable dt and total time, and have the following:我正在尝试创建一个函数,该函数将模拟毒害过
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R中模型的EViews动态随机预测

I am trying to reproduce in R dynamic stocastic forecasting in EViews.我正在尝试在 EViews 的 R动态随机预测中重现。 10000 iterations with 90% prediction interval and wi

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