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Random Processes
Standard Deviation Function for Processes
The standard deviation function
for a process
is given by
StandardDeviation
[
[
t
]]
.
A discretetime and discretestate random process.
In[1]:=
X
StandardDeviation[BinomialProcess[1/3][t]]
Out[1]=
In[2]:=
X
StandardDeviation[BinomialProcess[1/3][t]]; DiscretePlot[%, {t, 0, 10}, ExtentSize > 1/2, ColorFunction > "Rainbow"]
Out[2]=
A discretetime and continuousstate random process.
In[3]:=
X
StandardDeviation[ARProcess[{2/3}, 1][t]]
Out[3]=
In[4]:=
X
StandardDeviation[ARProcess[{2/3}, 1][t]]; DiscretePlot[%, {t, 0, 10}, ExtentSize > 1/2]
Out[4]=
A continuoustime and discretestate random process.
In[5]:=
X
StandardDeviation[PoissonProcess[2][t]]
Out[5]=
In[6]:=
X
StandardDeviation[PoissonProcess[2][t]]; Plot[%, {t, 0, 10}, Filling > Axis, ColorFunction > "Rainbow"]
Out[6]=
A continuoustime and continuousstate random process.
In[7]:=
X
StandardDeviation[WienerProcess[1, 1/2][t]]
Out[7]=
In[8]:=
X
StandardDeviation[WienerProcess[1, 1/2][t]]; Plot[%, {t, 0, 10}, Filling > Axis, ColorFunction > "Rainbow"]
Out[8]=