BUILT-IN MATHEMATICA SYMBOL
RandomFunction
RandomFunction[proc, {tmin, tmax}]
generates a pseudorandom function from the process proc from 
to 
.
RandomFunction[proc, {tmin, tmax, dt}]
generates a pseudorandom function from 
to 
in steps of dt.
RandomFunction[proc, ..., n]
generates an ensemble of n pseudorandom functions.
- RandomFunction returns a TemporalData object that can be used to extract several properties including the paths consisting of time-value pairs
.
- For discrete-time processes such as BinomialProcess or ARMAProcess, the step dt is taken to be
.
- For continuous-time processes with jumps, such as PoissonProcess and QueueingProcess, the step dt is random and given by the process itself.
- For continuous-time processes without jumps, such as WienerProcess and ItoProcess, an explicit dt needs to be given.
- RandomFunction gives a different random function whenever you run Mathematica. You can start with a particular seed, using SeedRandom.
- The following options can be given:
-
- With the setting WorkingPrecision->p, random numbers of precision p will be generated.
- Special settings for Method are documented under the individual random process reference pages.
New in 9
