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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [math] Stochastic Process
Date Mon, 03 Jun 2013 14:10:35 GMT
On 6/3/13 4:18 AM, Thomas Neidhart wrote:
> Hi,
>
> to start working on the Monte Carlo engine (see MATH-463) I would like to
> break this thing up in multiple pieces. One thing that could be added
> independently is the concept of a stochastic process (e.g. Wiener,
> BrownianMotion, ...).

+1
>
> The code in the contribution is already a pretty good start, but the
> question would be where to put it. We do not yet have a stochastic base
> package, and random is also not such a good fit imho.
>
> I see various options:
>
>  - random.process: well it models a random process ...

random was originally intended to just house random data generation
stuff.  I would see stochastic processes as logical clients of the
generators in random, but I see the logic here.
>  - stochastic.process: downside of adding another top-level package

It think this is probably the best.  I tend to favor shallow and
wide over deep and narrow because it makes it easier to find things
and leads to less head-scratching about why things are where they
are.  What are the other stochastic.x that you have in mind?
>  - stat.process: well, statistics is a sub-group of stochastic so it would
> not be perfect

He he.  A probabilist, I assume :)  What you probably really mean is
probability.stochastic.process, probability.stat.*.  Too deep for me :)

Phil
>
> What do you think?
>
> Thomas
>


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