Help: Random Variables

Random variables are produced with a pseudo-random number generator. The following random variables are available:
DISCU(N)Discrete uniform on {0 ... N-1}
NORMALStandard normal (mean 0, variance 1)
POISSON(M)Poisson with mean M
UNIFORMUniform on [0,1]
Each time one of these random variables is evaluated, the value will be independent of the previous values (to the extent that is attainable with the pseudo-random number generator).

Random variables can be used for simulating Markov chains and stochastic differential equations. This is mainly for use with the Euler and Difference Equation algorithms, as one value will be calculated for each step. Thus for a symmetric random walk you can use the Difference Equation algorithm with the equation

Y' = Y + 2 DISCU(2) - 1
Mathematical formulas
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