MS&E 322

Stochastic Calculus and Control

| General Info | Announcements | References| Topics | Handouts | Assignments | Links |

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Links

Probability and Stochastic Processes Links

• Rice University Virtual Statistics Lab has applets that demonstrate many statistical concepts.
• Virtual Laboratories in Probability and Statistics contains interactive resources such as applets, data sets, graphics, biographies, etc.
• Central Limit Theorem: The CLT is probably the most fundamental result in probability and statistics (hence, the designation "central limit theorem"!)

1. See http://www.ms.uky.edu/~mai/java/stat/GaltonMachine.html for an illustration of the CLT via Galton's machine.

2. Play with the parameters underlying the CLT at http://www.stat.sc.edu/~west/applets/binomialdemo2.html

• Brownian Motion: Brownian Motion is one of the most important and widely used stochastic processes. Please visit http://www.ms.uky.edu/~mai/java/stat/brmo.html for a simulation of 2 and 1 dimensional Brownian Motion. Brownian Motion has sample paths that are self-similar. Please visit http://www.stat.umn.edu/~charlie/Stoch/brown.html to see an illustration of this by zooming into a brownian sample path.

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