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BUILT-IN MATHEMATICA SYMBOL
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 
.
Details
- SliceDistribution[proc, t] can be entered as
. - SliceDistribution[proc, {t1, ..., tk}] can be entered as
. - For a random process
, its state at time t is a random variable 
, and its state at times 
, ..., 
is a random variable 
. - SliceDistribution will simplify to known special distributions whenever possible.
- SliceDistribution can be used with such functions as Mean, CDF, and RandomVariate, etc.
Examplesopen all
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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New in 9
