Record the learning materials of the course - "stochastic calculus" in National Cheng Kung University.
Before starting to read this article, please install chrome extension:
Github with MathJax
, to ensure the correctness of formula format.
Mostly use C++
to do both simulation/mathematic work and validation.
Develop environment requirement:
- Operating System :
ubuntu 16.04
version gnuplot version 5.0 patchlevel 3 g++ gcc version 5.4.0 20160609 (Ubuntu 5.4.0-6ubuntu1~16.04.9) make GNU Make 4.1 astyle Artistic Style Version 2.05.1
Normal case | Increased simulation times |
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Merge Poisson Process | Split Poisson Process | |
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Mathematic | ![]() |
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Simulation | ![]() |
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Access Class Barring | Random Access |
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Name | Description |
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parse_arg | parsing the argument from argc /argv |
poisson | generating poisson distribution. |
rand_gen | additional wrapper of different kinds of random number generator. |
event_list | scheduling、storing event list, use for discrete event simulation process. |
- Kevin Cyu(瞿旭民), [email protected]