Anomalous diffusion simulation
Project description
Stochastic Process Simulation
Random generator
- symmetric stable distribution
- totally skewed stable distribution
- power-law distribution
- discrete finite probability distribution
Levy process
- stable Levy process
- subordinator
- Poisson process
Continuous-time random walk(CTRW)
- finite and diverging characteristic waiting time
- finite and diverging jump length variance
Alternating process
- two-states process with Levy walk and Brownian motion
Fractional Brownian motion
Multiple internal states process
- fractional compound Poisson process
- Levy walk
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