public void Apply_Covariance_matches_EquilibriumCovariance_for_large_times()
{
var tolerance = 1e-7;
var time = 1e50;
var process = new OrnsteinUhlenbeckProcess(_diffusionMatrix, _relaxationTime, _attractorPoint);
Expect((process.Apply(_point, time).Covariance - process.EquilibriumCovariance).FrobeniusNorm(), Is.LessThan(tolerance));
}
public void Apply_Expectation_matches_AttractorPoint_for_large_times()
{
var tolerance = 1e-7;
var time = 1e50;
var process = new OrnsteinUhlenbeckProcess(_diffusionMatrix, _relaxationTime, _attractorPoint);
Expect(((OVector)process.Apply(_point, time).Expectation - _attractorPoint).Norm(), Is.LessThan(tolerance));
}