3 ms·

It has been a while since I studied along these lines (stochastic chemical reaction simulations in my case) but I think the answer is often yes, but not always

It has been a while since I studied along these lines (stochastic chemical reaction simulations in my case) but I think the answer is often yes, but not always (I don't think). A random walk for example will be a normal distribution (and you know the mean, and you know the variance is going to infinity), so I do think in that case you end up with an elegant analytical solution if I'm understanding correctly as the inputs can determine the function the variance follows through time. But often no, you need to run a stochastic algorithm (e.g. Gillespie's algorithm in the case of simple stochastic chemical kinetics) as there will be no analytical solution. Again it has been a while though.

yoyoma1234 2y ago
For normal distributions I think do - black scholes is an analytical solution to option pricing. Been a while since I studied stochastic calculus I question why this is the second highest article on hacker news currently, can’t imagine many people reading this website are REALLY in this field or a related one, or if it’s just signaling like saying you have a copy of Knuths books or that famous lisp one
- PhilipRoman 2y ago
  This is one of those archetypal submissions on HN: mathematics (preferably pure, using the word "calculus" outside of integrals/derivatives gives additional points), moderately high number of upvotes, very few comments. Pretty much the opposite of political posts, where everyone can "contribute" to the discussion.
- nh23423fefe 2y ago
  I upvote good things even if i dont read because i dont want to spend all my energy reacting to trash politics posts. cut away bad, promote good
- magicalhippo 2y ago
  I upvote so it sticks around longer, so it has a better chance of generating interesting comments. I also upvote because I find it interesting to learn about stuff I didn't know about. I might not understand it, but I do like the exposure regardless.

yoyoma1234 2y ago

For normal distributions I think do - black scholes is an analytical solution to option pricing. Been a while since I studied stochastic calculus I question why this is the second highest article on hacker news currently, can’t imagine many people reading this website are REALLY in this field or a related one, or if it’s just signaling like saying you have a copy of Knuths books or that famous lisp one

PhilipRoman 2y ago
This is one of those archetypal submissions on HN: mathematics (preferably pure, using the word "calculus" outside of integrals/derivatives gives additional points), moderately high number of upvotes, very few comments. Pretty much the opposite of political posts, where everyone can "contribute" to the discussion.
nh23423fefe 2y ago
I upvote good things even if i dont read because i dont want to spend all my energy reacting to trash politics posts. cut away bad, promote good
magicalhippo 2y ago
I upvote so it sticks around longer, so it has a better chance of generating interesting comments. I also upvote because I find it interesting to learn about stuff I didn't know about. I might not understand it, but I do like the exposure regardless.