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This article is cited in 4 scientific papers (total in 4 papers)
Software implementation of numerical operations on random variables
Boris S. Dobronetsa, Artem M. Krantsevichb, Nikolay M. Krantsevichb a Institute of Space and Information Technology, Siberian Federal University, Krasnoyarsk, Russia
b Institute of Mathematics and Computer Science, Siberian Federal University, Krasnoyarsk, Russia
Abstract:
We consider a software implementation of numerical operations on different types of random variables and introduce algorithms for arithmetic operations on random variables represented by their probability densities. We also estimate the accuracy of these algorithms and compare the accuracy of histogram arithmetic and the Monte Carlo methods.
Keywords:
numerical operations on random variables, histogram arithmetic, second order histogram, Monte Carlo method, interval mathematics.
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UDC:
519.24 Received: 23.11.2012 Received in revised form: 26.12.2012 Accepted: 26.01.2013
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Citation:
Boris S. Dobronets, Artem M. Krantsevich, Nikolay M. Krantsevich, “Software implementation of numerical operations on random variables”, J. Sib. Fed. Univ. Math. Phys., 6:2 (2013), 168–173
Citation in format AMSBIB
\Bibitem{DobKraKra13}
\by Boris~S.~Dobronets, Artem~M.~Krantsevich, Nikolay~M.~Krantsevich
\paper Software implementation of numerical operations on random variables
\jour J. Sib. Fed. Univ. Math. Phys.
\yr 2013
\vol 6
\issue 2
\pages 168--173
\mathnet{http://mi.mathnet.ru/jsfu299}
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http://mi.mathnet.ru/eng/jsfu299 http://mi.mathnet.ru/eng/jsfu/v6/i2/p168
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This publication is cited in the following articles:
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Olga A. Popova, “Optimization problems with random data”, Zhurn. SFU. Ser. Matem. i fiz., 6:4 (2013), 506–515
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O. A. Popova, “Chislennyi veroyatnostnyi analiz dlya optimizatsionnykh zadach gidroenergetiki”, Izvestiya Irkutskogo gosudarstvennogo universiteta. Seriya Matematika, 12 (2015), 79–92
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Uglev V.A., Popova O.A., Dobronets B.S., 2015 International Siberian Conference on Control and Communications (Sibcon), IEEE, 2015
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B. S. Dobronets, O. A. Popova, “Improving reliability of aggregation, numerical simulation and analysis of complex systems by empirical data”, XI All-Russian Scientific and Practical Conference (With International Participation) Automation Systems in Education, Science and Production, 2017, IOP Conference Series-Materials Science and Engineering, 354, IOP Publishing Ltd, 2018, 012006
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