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Matlab stochastic Process

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13 views12 pages

Copy of Matlab203

Matlab stochastic Process

Uploaded by

gunjan vidya sagar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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DELHI TECHNOLOGICAL

UNIVERSITY
DEPARTMENT OF APPLIED MATHEMATICS
2024 - 25

Stochastic Processes - MC303


Lab File

Submitted By: Gopal


Roll No. : 2K22/MC/59

Submitted to : Mr. Mukul Sirohi


Mr. Ashish Saini
List Of Experiment
S.No. Name Of Experiment Date Sign

Demonstrating a Stochastic Process


with Discrete Index Set
1 (a) with Discrete State Space
(b) with Continuous State Space

Demonstrating a Stochastic Process


with Continuous Index Set :
2 (a) with Discrete State Space
(b) with Continuous State Space
Demonstrating Bernoulli process.
Write a program to find the probability
that in case a Bernoulli Process
3 (a) out of n trials k are successes
(b) kth success occurs at the nth trial

Demonstrating Poisson process.


Write a program to find the probability
4 that in case of Poisson process with
arrival rate λ, in a length of time t
there are exactly k arrivals.
Demonstrating Poisson process
(Non-Homogeneous). Write a program
to find the probability that in case
5 of Poisson process with arrival rate λ(t),
in a length of time t there are exactly k
arrivals.
Demonstrating Simple Random Walk.
Write a program to find the probability
that in case of an unrestricted random
6 walk, at the nth instant particle lies
between two specified limits. Find
the probability by taking suitable
values of the parameters p, q, n, j and k.
List Of Experiment
S.No. Name Of Experiment Date Sign

Demonstrating Simple Random Walk.


Write a program to find the probability
that in case of 1. An unrestricted
random walk the particle is at kth
position at time n using CLT. 2. A
7 random walk with 2 absorbing barriers,
the probability of absorption at a
specific barrier. 3. A random walk
with 2 reflecting barriers, steady
state probability distribution for the
possible states.
Demonstrating Renewal Process. Write
a program to find the expected waiting
time until the nth renewal in case of a
8 renewal process with renewal cycle
length distributed 1. Normally with
mean μ and standard deviation σ,
(μ > 3 σ) 2. Exponentially with parameter λ
Program-1
Demonstrating a Stochastic Process with Discrete Index Set
(a) with Discrete State Space
(b) with Continuous State Space
Code:

OUTPUT:
Program-2
Demonstrating a Stochastic Process with Continuous Index
Set :
(a) with Discrete State Space
(b) with Continuous State Space

Code:

OUTPUT:
Program-3

Demonstrating Bernoulli process. Write a program to find the


probability that in case a Bernoulli Process
(a) out of n trials k are successes
(b) kth success occurs at the nth trial

Code:

OUTPUT :
Program-4
Demonstrating Poisson process. Write a program to find the
probability that in case of Poisson process with arrival rate λ,
in a length of time t there are exactly k arrivals.

Code:

OUTPUT :
Program-5
Demonstrating Poisson process (Non-Homogeneous). Write a
program to find the probability that in case of Poisson
process with arrival rate λ(t), in a length of time t there are
exactly k arrivals.

Code:

OUTPUT :
Program-6
Demonstrating Simple Random Walk. Write a program to find
the probability that in case of an unrestricted random walk, at
the nth instant particle lies between two specified limits. Find
the probability by taking suitable values of the parameters p,
q, n, j and k.

Code:

OUTPUT :
Program-7
Demonstrating Simple Random Walk. Write a program to find the
probability that in case of
1. An unrestricted random walk the particle is at kth position at time n
using CLT.
2. A random walk with 2 absorbing barriers, the probability of
absorption at a specific barrier.
3. A random walk with 2 reflecting barriers, steady state probability
distribution for the possible states.

Code:
OUTPUT :
Program-8
Demonstrating Renewal Process. Write a program to find the
expected waiting time until the nth renewal in case of a renewal
process with renewal cycle length distributed
1. Normally with mean μ and standard deviation σ, (μ > 3 σ)
2. Exponentially with parameter λ

Code:

OUTPUT :

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