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Questions tagged [stochastic]

A stochastic system is a system which state depends or some random elements making its behavior non-deterministic. Questions with this tag should cover topics regarding random variables and non-determenistic systems.

209 questions
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Map Generator with Weighted Perlin Noises

I have got an arbitary number of perlin noise maps and a weight for each. The sum of all weights is 1, but that shouln't make a difference. I want to get that noise with the highest value regarding the weight. My first approach was to get the…
DiddiZ
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How to solve a linear differential equation with a random coefficient in Mathematica

I have a differential system like dx/dt = A x(t) + B y(t) dy/dt = C x(t) + D y(t) where A, B, C, and D are real constants. Now I need to explore the behavior of the system if A, instead of being a constant number, is a random number uniformly…
iluvatar
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R code for simulating stochastic asset price path

Consider the following model for the evolution of an asset's price: This what I have done (in R). I could not find a function that randomly outputs +1 or -1, so I decided to adapt the inbuilt rbinom function. ## This code is in R rm(list =…
John Paris
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calculate the Probability: What is the probability that no one makes the right decision?

I'm trying to solve an exercise from the stochastic project. Is anybody already done such exercises? Consider a jury trial in which it takes 9 of the 12 jurors to convict the defendant; that is, in order for the defendant to be convicted, at least 8…
Tony Bony
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R - Geometric Brownian Motion Modelling

I have monthly data in degree Fahrenheit. How do I use GBM modelling in R packages to simulate this and predict future outcomes? How time parameters to, tn and n are used? I am using somebm package for this. Here is my data:
Prashant kumar
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Question about constructing transition matrix for a scenario

I am facing some problem on constructing transition probability matrix when I am studying and following is the scenario of the question: **Assuming a phone has had i faults (for i = 0,1,2,3 the probability of having another fault is p, independently…
Ben
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Dice Game Simulation

I have this question for an assignment: Your friend has devised a game with two players. The two players, called A and B, take turns rolling an ordinary six-sided die, with A being the first to roll. The first player who rolls a six wins the…
user10551611
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Random Sampling from a dataset

I have financial data with values like: "Volume", "Profit/Loss", "Cost", etc Now, it is safe to assume that every record in this data set is a "realization" or outcome of a single random variable, hence we may model this dataset as a set of iid…
user227837
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Markov chain in R

Suppose we have a ten state system where an observation can enter the system in any one of the ten states with equal probability and move from the given state into a new state also with equal probability (the observation's new state isn't…
menzd53
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Random Number Cheat?

For the purpose of stochastic simulation, would the following algorithm suffice to produce 1 million pseudorandom decimal numbers of the same quality as a simple rand() command that you'd find in most computer languages? The premise of the algorithm…
Jordan
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Implementing the Central Limit Theorem - Which Random Number Generator?

so basically I'm trying to run an stochastic experiment. It's very simple. Basically I wanted to see if what the central limit theorem says holds. So simply put the idea of the central limit theorem is, that if we sample infinite samples of the same…
handy
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MILP and Heuristic for appointment scheduling in R

For an assignment at Uni I have to create a heuristic for a block scheduling problem at a hospital where the objective is to minimise the costs. I have to come up with a rule for assigning appointments to one of the blocks. It also involves…
Blaise McAvoy
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Stochastic weight binarization

I am reading BinaryConnect paper of Bengio. I understand the whole idea and how to do deterministic binarization. However, I did not understand how the stochastic binarization works (how can we implement that) and what is the difference between…
BetterEnglish
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SGD library for Java

Could someone recommend me lightweight, easy to use Java library for stochastic gradient descent optimization?
Josef Ondrej
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