Computer
Programs

Mathematics 521 - Stochastic Processes

Computer Programs

The following computer programs may be helpful in this course.

gamruin.m - Matlab m-file to simulate gambler's ruin problem.
gamruin_est_a.m - Matlab m-file to estimate a_k in gambler's ruin problem.
521sect3.4.nb - Mathematica notebook to compute various analytic results associated with semi-infinite gambler's ruin.
Logisitic Process
Numerical Method's in Matlab Toolbox - needed for the Logistic Process mfile.
Continuous Birth-Death Process
Plots Birth Death Process
Continuous Time Logistic Process
Continuous Time Stochastic S-I-R
Mathematica - A symbolic computing environment that can greatly simplify calculations. For info on Mathematica at HSU see: http://www.humboldt.edu/~cnrsitc/mathematica.
LaTeX - A typesetting language. An excellent source of info on LaTeX is the LaTeX wikibook.
Other LaTeX References