Stochastic Processes

Stochastic Simulation in Java

SSJ is a Java library for stochastic simulation that can be found here.

Jake's fader

Chandra's optimised Matlab routine for generating correlated Rayleigh fading samples, using the standard Jakes' fader.
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Chi-Square tail probabilities

Matlab function returning the probability that a chi-square random variable exceeds a given threshold.
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Hexagon

C and Matlab function returning a random point inside the regular hexagon with unit side length, centred at the origin.
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Semicircle

Illustrates the semi-circle law of Wigner. What is the density of a stochastic eigenvalue of a random symmetric matrix?
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