STOCHLABSTOCHASTIC SYSTEMS WORKBENCH
EXPERIMENTS / 09

Reflection principle

Select a crossing path. Reflect its tail about the barrier and inspect the construction.

LOADING ENGINE
EMPIRICAL · P(τₐ ≤ T)—
REFLECTION PRINCIPLE—
ABSOLUTE ERROR—
MONTE CARLO SE—
SAMPLE TRAJECTORIES
AWAITING ENGINE
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Initializing the simulation engine

Preparing local computation…
selected path ensemble barrier reflectedCLICK A PATH TO INSPECT
terminal —plot hit —
MONTE CARLO / VALIDATION—
QUANTITYEMPIRICALTHEORY
TERMINAL DISTRIBUTIONEMPIRICAL
METHOD

Loading WebAssembly… The crossing marker interpolates the displayed polyline; Monte Carlo maximum probabilities include unobserved bridge crossings.

EXPERIMENT LOG 0 runs
SPACE runR reseed: commandCOMPUTED LOCALLY · C++20 / WASM