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Journal of Siberian Federal University. Mathematics & Physics, 2013, Volume 6, Issue 2, Pages 168–173 (Mi jsfu299)  
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
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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.
Received: 23.11.2012
Received in revised form: 26.12.2012
Accepted: 26.01.2013
Document Type: Article
UDC: 519.24
Language: English
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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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал Сибирского федерального университета. Серия "Математика и физика"
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