On simulation of random variables using intensity

As is well known, random variables are usually modelled using the inverse function of the distribution function. However, often when modelling the behaviour of complex technical models, a researcher is faced with a change in the parameters of the simulated random variables. Often in these cases, the intensity of the completion of a certain random period changes (or "failure rate", or "hazard rate"). Therefore, it is important to be able to simulate a random variable under conditions of a (random) change in the intensity of this random variable. This paper proposes a new method for modelling a random variable by its intensity. The text is provided with illustrative material of the results of numerical experiments confirming the efficiency of the proposed method. Naturally, this text is just the beginning of work. In the future, the technical details of the effectiveness of the application of the proposed method will be clarified.