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.
This publication is cited in the following 3 articles:
N. V. Pertsev, V. A. Topchii, K. K. Loginov, “Chislennoe stokhasticheskoe modelirovanie prostranstvenno neodnorodnoi populyatsii”, Sib. zhurn. vychisl. matem., 27:2 (2024), 217–232
N. V. Pertsev, V. A. Topchii, K. K. Loginov, “Numerical Stochastic Simulation of Spatially Heterogeneous Population”, Numer. Analys. Appl., 17:2 (2024), 174
N. V. Pertsev, V. A. Topchii, K. K. Loginov, “Chislennoe stokhasticheskoe modelirovanie dinamiki vzaimodeistvuyuschikh populyatsii”, Sib. zhurn. industr. matem., 25:3 (2022), 135–153