stochastic

  1. M

    obtain inter-aarival from bulk arrival

    obtain inter-arrival from bulk arrival I have some data regarding the arrival of customers at a shop. These arrivals are bulk arrivals which have been collected at fixed time intervals (say, t1=0+x,t2=t1+x,t3=t2+x,..). How can I convert these bulk arrivals to inter-arrivals? what about using...
  2. B

    Two events meeting

    Hello everyone, I have a question regarding two events that take place randomly over a certain time period and meet. A similar problem would be phrased as follows, which is maybe simpler: Person A and person B each have 20 balls labelled 1 to 20. Person A picks n number of balls and person...
  3. T

    Stochastic Model Validation

    Hi, I am working on a model that takes in a stochastic time series (turbulent velocity) as input and produces n time series outputs. Since the inputs have a stochastic component, every ensemble (or every run of the model) produces slightly varying outputs. Now I want to validate my model by...
  4. M

    markov chain help.

    Hi, just looking for clarification on something in plain English. If I have a probability transition matrix for states 1,2,3,4 given by: [0.7 0 0.3 0 ] [0.4 0.2 0.4 0 ] [0.3 0 0.7 0 ] [0.4 0 0.4 0.2] If I'm asked to identify the recurrent and transient classes do I...
  5. L

    inferences on deterministic models

    Hello, Please let me know if I am posting in the wrong place. Thanks I am working on a project where I have a mathematical epidemic model and I have some data. I want to use statistical methods to find the model that best fits the data. So I have a very deterministic model and need to...