/stocproc

generate time continuous stochastic process for a given correlation function using Karhunen-Loève expansion

Primary LanguagePython

stocproc

Build Status codecov

generate time continuous stochastic process for a given correlation function using Karhunen-Loève expansion

sphinx html doc can be found at

http://cimatosa.github.io/stocproc/

This project is part of my PhD research with is funded by the International Max Planck Research School for Many Particle Systems in Structured Environments (MPI PKS Dresden).