Implemented random processes within the framework of academic assignments from the university. Description of tasks:
- Modeling data distributions - implementation of a uniform distribution number generator. On the basis of a uniform distribution, making a normal distribution. Creating a sample from the values of Kolmogorov statistics for 100 simulated normal distributions.
- Poisson random process - simulating the realisation of a Poisson process of length N with a given distribution law F(x) of intervals between jumps. Verification of the fulfillment of the central limit theorem and the law of large numbers at t = T/2 and t = T.
- Markov random process - modeling and implementation of the Markov process with three states. Verification of the fulfillment of the central limit theorem and the law of large numbers.