Stochastic Simulation

Mar 17, 2012

This is a loose collection of programs we wrote as part of a course on "Stochastic Models" we had in the fourth semester of college. This includes a couple of pseudo random number generators (the Von Neumann middle square PRNG and the linear congruential generator PRNG), an implementation of the Monte Carlo method to determine area of an arbitrarily shaped figure and a simple simulation of birth-death process.

Tags: c, tcl, gnuplot, project, software