Individual skill

stochastic-processes

Modeling randomness over time — Markov chains, Poisson processes, Brownian motion, SDEs, and simulation.

skills/stochastic-processes/SKILL.md

Read pinned source

Source commit faf37c0859ebf627bfcb5225e8057d088691e0ae

What was checked

Matches the observed repository HEAD
Yes
Scanner rules are current
No
Repository scan complete
No
Skill scan complete
No
Observed behavior
Not checked yet
Last checked
Nov 8, 2026

These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.

Install this skill

Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.

An install command is unavailable: current rules, complete repository and skill scans, an eligible behavior level and a permitted license are required.

Repository context

Repository stars (not skill ratings)
54
Repository last updated
Oct 10, 2026
License
MIT

Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.

Files and excerpt

File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.

Browse files
Read excerpt

## Overview

Stochastic processes model systems that evolve randomly: molecular
collisions, queueing, population dynamics, asset prices, neural spikes.
This skill covers the core process families (Markov chains, Poisson,
Brownian motion/Wiener process), stochastic differential equations
(SDEs), stationary distributions, and simulation methods — with the
theoretical grounding to know which process fits the phenomenon.

## When to use

- Modeling a system with intrinsic randomness: reactions, queues, epidemics, diffusion
- Choosing between discrete/continuous time and state representations
- Simulating SDEs (Euler–Maruyama, Milstein) and checking the simulation