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proof_engine/stochastic/
mod.rs

1//! Stochastic processes module for Proof Engine.
2//!
3//! Provides Brownian motion, geometric Brownian motion, Ornstein-Uhlenbeck,
4//! Poisson processes, Markov chains, Monte Carlo simulation, random matrix
5//! theory, stochastic differential equations, Lévy flights, and percolation.
6
7pub mod brownian;
8pub mod geometric_bm;
9pub mod ornstein_uhlenbeck;
10pub mod poisson;
11pub mod markov;
12pub mod monte_carlo;
13pub mod random_matrix;
14pub mod sde;
15pub mod levy;
16pub mod percolation;
17
18pub use brownian::{BrownianMotion, BrownianMotion2D, BrownianBridge, BrownianRenderer, Rng};
19pub use geometric_bm::{GeometricBM, GBMRenderer};
20pub use ornstein_uhlenbeck::{OrnsteinUhlenbeck, OURenderer};
21pub use poisson::{PoissonProcess, NonHomogeneousPoisson, CompoundPoisson};
22pub use markov::{MarkovChain, ContinuousTimeMarkov, MarkovChainRenderer};
23pub use monte_carlo::{MonteCarloSim, MonteCarloResult, Histogram};
24pub use random_matrix::{RandomMatrix, EigenvalueRenderer};
25pub use sde::{SDE, SDERenderer};
26pub use levy::{LevyFlight, CauchyFlight, LevyRenderer};
27pub use percolation::{PercolationGrid, PercolationRenderer};
28
29/// Re-export common types for convenience.
30pub mod prelude {
31    pub use super::brownian::*;
32    pub use super::geometric_bm::*;
33    pub use super::ornstein_uhlenbeck::*;
34    pub use super::poisson::*;
35    pub use super::markov::*;
36    pub use super::monte_carlo::*;
37    pub use super::random_matrix::*;
38    pub use super::sde::*;
39    pub use super::levy::*;
40    pub use super::percolation::*;
41}