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 t1<<tk.

DetailsDetails

  • SliceDistribution[proc,t] can be entered as proc[t].
  • SliceDistribution[proc,{t1,,tk}] can be entered as proc[{t1,,tk}].
  • For a random process xproc, its state at time t is a random variable x[t]proc[t], and its state at times t1, , tk is a random variable {x[t1],,x[tk]}proc[{t1,,tk}].
  • SliceDistribution will simplify to known special distributions whenever possible.
  • SliceDistribution can be used with such functions as Mean, CDF, and RandomVariate, etc.

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)