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

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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. Dobronets^a, Artem M. Krantsevich^b, Nikolay M. Krantsevich^b

^a Institute of Space and Information Technology, Siberian Federal University, Krasnoyarsk, Russia
^b Institute of Mathematics and Computer Science, Siberian Federal University, Krasnoyarsk, Russia

Full-text PDF (135 kB) Citations (4)

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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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https://www.mathnet.ru/eng/jsfu299

https://www.mathnet.ru/eng/jsfu/v6/i2/p168

This publication is cited in the following 4 articles:

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
O. A. Popova, “Chislennyi veroyatnostnyi analiz dlya optimizatsionnykh zadach gidroenergetiki”, Izvestiya Irkutskogo gosudarstvennogo universiteta. Seriya Matematika, 12 (2015), 79–92
Uglev V.A., Popova O.A., Dobronets B.S., 2015 International Siberian Conference on Control and Communications (Sibcon), IEEE, 2015
Olga A. Popova, “Optimization problems with random data”, Zhurn. SFU. Ser. Matem. i fiz., 6:4 (2013), 506–515

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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