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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2014, Volume 17, Number 2, Pages 177–190 (Mi sjvm541)  
This article is cited in 2 scientific papers (total in 2 papers)

About efficient algorithms of numerically-statistical simulation

G. A. Mikhailov

Institute of Computational Mathematics and Mathematical Geophysics SB RAS, pr. Lavrentjeva, 6, Novosibirsk, 630090, Russia
Full-text PDF (481 kB) Citations (2)
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Abstract: A set of numerical algorithms for the simulation of random variables and functions as well for the parametrical numerically-statistical analysis are considered. Important specifications and explanations of the algorithms formulations and substantiation, which are effective from the standpoint of practice, are given.
Key words: base random number, probability density function, discrete superposition method, branching of trajectories, similar trajectory method, random field, histogram.
Received: 02.07.2013
English version:
Numerical Analysis and Applications, 2014, Volume 7, Issue 2, Pages 147–158
DOI: https://doi.org/10.1134/S1995423914020086
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: G. A. Mikhailov, “About efficient algorithms of numerically-statistical simulation”, Sib. Zh. Vychisl. Mat., 17:2 (2014), 177–190; Num. Anal. Appl., 7:2 (2014), 147–158
Citation in format AMSBIB
\Bibitem{Mik14}
\by G.~A.~Mikhailov
\paper About efficient algorithms of numerically-statistical simulation
\jour Sib. Zh. Vychisl. Mat.
\yr 2014
\vol 17
\issue 2
\pages 177--190
\mathnet{http://mi.mathnet.ru/sjvm541}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=3409479}
\transl
\jour Num. Anal. Appl.
\yr 2014
\vol 7
\issue 2
\pages 147--158
\crossref{https://doi.org/10.1134/S1995423914020086}
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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