Image:Gamma-Process.png

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Description

two paths from two different gamma-processes. they are examples auf levy-processes. they are subordinators, ie they are not decreasing.
Source

made with R, see source below.
Date

16 feb 2007
Author

Thomas Steiner
Permission
(Reusing this image)

Thomas Steiner put it under the CC-by-SA 2.5.


Creative Commons License
Creative Commons Attribution iconCreative Commons Share Alike icon		 This file is licensed under the Creative Commons Attribution ShareAlike 2.5 License. In short: you are free to share and make derivative works of the file under the conditions that you appropriately attribute it, and that you distribute it only under a license identical to this one. Official license

GNU-R source code:

n<-150
from=0
to=4
set.seed(20070216)

inc1<-rgamma(n=n-1, shape=0.7, scale=(to-from)/n)
inc2<-rgamma(n=n-1, shape=0.25, scale=(to-from)/n)
x<-seq(from,to,length=n)

png(filename="Gamma-Process.png", width=1024, height=768, pointsize=12)
plot(x,c(0,cumsum(inc1)) ,type="p",col="red",lwd=1,xlab="Zeit",ylab="Gamma-Prozess", main="Zwei Pfade von Gamma-Prozessen")
lines(x,c(0,cumsum(inc2)),type="p",col="blue",lwd=1)
dev.off()

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current21:55, 16 February 20071,024×768 (7 KB)Thire ({{Information| |Description = two paths from two different gamma-processes. they are examples auf levy-processes. they are subordinators, ie they are not decreasing. |Source = made with R, see source below. |Date = 16 feb 2007 |Author = [[:de:Benutzer:Th)
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