collection of functions for statistical and stochastic processes
README
ofxMarkov
A small collection of functions for statistical and stochastic processes for the study of probability.
Poisson process
https://en.wikipedia.org/wiki/Poisson_point_processBrownian motion
https://en.wikipedia.org/wiki/Brownian_motionGeometric brownian motion
https://en.wikipedia.org/wiki/Geometric_Brownian_motionContinuous Markov chain
https://en.wikipedia.org/wiki/Markov_chain#Continuous-time_Markov_chainDiscrete Markov chain
https://en.wikipedia.org/wiki/Markov_chain#Discrete-time_Markov_chain<img src="screen/poisson.png"></br> <img src="screen/brownian.png"></br>
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