SliceDistribution[proc,t]
represents the distribution of the process state at time t.
SliceDistribution[proc,{t1,…,tk}]
represents the joint distribution of process states at times t1<⋯<tk.
SliceDistribution
SliceDistribution[proc,t]
represents the distribution of the process state at time t.
SliceDistribution[proc,{t1,…,tk}]
represents the joint distribution of process states at times t1<⋯<tk.
Details
- SliceDistribution[proc,t] can be entered as proc[t].
- SliceDistribution[proc,{t1,…,tk}] can be entered as proc[{t1,…,tk}].
- For a random process xproc, its state at time t is a random variable x[t]proc[t], and its state at times t1, …, tk is a random variable {x[t1],…,x[tk]}proc[{t1,…,tk}].
- SliceDistribution will simplify to known special distributions whenever possible.
- SliceDistribution can be used with such functions as Mean, CDF, and RandomVariate, etc.
Examples
open all close allBasic Examples (3)
Find a univariate slice distribution of a PoissonProcess:
SliceDistribution[PoissonProcess[λ], t]Find a bivariate slice distribution of a WienerProcess:
WienerProcess[][{s, t}]Find a multivariate slice distribution of a moving-average time series:
SliceDistribution[MAProcess[{2, 4}, 1], {1, 2, 3}]It does not autoevaluate but behaves like a distribution:
Mean[%]Scope (3)
Slice distribution behaves like a distribution:
𝒟 = SliceDistribution[TelegraphProcess[3], 1]PDF[𝒟, x]CharacteristicFunction[𝒟, x]Moment[𝒟, r]Generate a set of pseudorandom numbers:
sample = RandomVariate[𝒟, 20]ListStepPlot[sample]Slice distribution may autoevaluate to known distributions:
SliceDistribution[WienerProcess[μ, σ], t]SliceDistribution[WienerProcess[μ, σ], {s, t}]SliceDistribution[OrnsteinUhlenbeckProcess[μ, σ, θ], t]SliceDistribution[WienerProcess[μ, σ], {s, t}]SliceDistribution[OrnsteinUhlenbeckProcess[μ, σ, θ, Subscript[x, 0]], t]SliceDistribution[OrnsteinUhlenbeckProcess[μ, σ, θ, Subscript[x, 0]], {s, t}]SliceDistribution[BernoulliProcess[p], t]SliceDistribution[BernoulliProcess[p], {s, t, w}]SliceDistribution[BinomialProcess[p], t]SliceDistribution[PoissonProcess[p], t]SliceDistribution[CompoundPoissonProcess[λ, GammaDistribution[a, b]], t]Slice distribution for an M/M/
queue:
𝒬 = QueueingProcess[λ, μ, ∞];𝒟 = SliceDistribution[𝒬, t];PDF[𝒟, x]Sum[%, {x, 0, ∞}]Cumulative distribution function:
CDF[𝒟, x]//FullSimplifyMean of the slice distribution:
m = Mean[𝒟]Find the limit of the mean as t approaches
:
Limit[m, t -> Infinity, Assumptions -> λ > 0 && μ > 0]This agrees with the mean of the corresponding StationaryDistribution:
Mean[StationaryDistribution[𝒬]]As well as the mean system size in the steady state:
QueueProperties[𝒬, "MeanSystemSize"]Properties & Relations (2)
Slice distribution at infinity is StationaryDistribution:
SliceDistribution[OrnsteinUhlenbeckProcess[μ, σ, θ, Subscript[x, 0]], ∞]StationaryDistribution[OrnsteinUhlenbeckProcess[μ, σ, θ, Subscript[x, 0]]]Use implicit times for computing probabilities:
Probability[x[t] ^ 2 + x[t] < 34, xPoissonProcess[μ]]Obtain the same result using the slice distribution:
Probability[x ^ 2 + x < 34, xPoissonProcess[μ][t]]Compute an expectation using implicit time in the variable x[t]:
Expectation[x[t] ^ 2 + x[t] + 3E ^ (-x[t]), xPoissonProcess[μ]]Obtain the same result using the slice distribution:
Expectation[x ^ 2 + x + 3E ^ (-x), xPoissonProcess[μ][t]]Possible Issues (1)
For some continuous-time random processes, simulation of a slice distribution is not well defined:
proc = ItoProcess[ⅆx[t] == -x[t] ⅆt + Sqrt[1 + x[t] ^ 2] ⅆw[t], x[t], {x, 1}, t, wWienerProcess[]];RandomVariate[SliceDistribution[proc, 1]]The process path simulation between the origin and the end time depends on the choice of step:
Table[SeedRandom[1];RandomFunction[proc, {0, 1, step}]["LastValue"], {step, {0.001, .005, .01, .03, .05, .07, .09, .1, .3, .5, .7, .9, 1}}]The slice distribution simulations for a few step choices show the approximations of the exact slice distribution:
sim = Table[SeedRandom[1];RandomFunction[proc, {0, 1, step}, 10 ^ 4]["LastValues"], {step, r = {0.001, .005, .01, .05, .1, .5}}];Table[Histogram[sim[[k]], {-2, 4, .5}, PDF, PlotLabel -> Row[{"Step = ", r[[k]]}]], {k, Length[sim]}]History
Text
Wolfram Research (2012), SliceDistribution, Wolfram Language function, https://reference.wolfram.com/language/ref/SliceDistribution.html.
CMS
Wolfram Language. 2012. "SliceDistribution." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/SliceDistribution.html.
APA
Wolfram Language. (2012). SliceDistribution. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/SliceDistribution.html
BibTeX
@misc{reference.wolfram_2026_slicedistribution, author="Wolfram Research", title="{SliceDistribution}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/SliceDistribution.html}", note=[Accessed: 13-June-2026]}
BibLaTeX
@online{reference.wolfram_2026_slicedistribution, organization={Wolfram Research}, title={SliceDistribution}, year={2012}, url={https://reference.wolfram.com/language/ref/SliceDistribution.html}, note=[Accessed: 13-June-2026]}