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From Thomas Neidhart <thomas.neidh...@gmail.com>
Subject [math] Stochastic Process
Date Mon, 03 Jun 2013 11:18:18 GMT
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, ...).

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 ...
 - stochastic.process: downside of adding another top-level package
 - stat.process: well, statistics is a sub-group of stochastic so it would
not be perfect

What do you think?

Thomas

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