SliceDistribution

SliceDistribution[proc,t]
represents the distribution of the process state at time t.

SliceDistribution[proc,{t1,,tk}]
represents the joint distribution of process states at times .

DetailsDetails

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

Find a univariate slice distribution of a PoissonProcess:

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Find a bivariate slice distribution of a WienerProcess:

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Find a multivariate slice distribution of a moving-average time series:

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It does not autoevaluate but behaves like a distribution:

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Introduced in 2012
(9.0)