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Vestnik KRAUNC. Fiziko-Matematicheskie Nauki, 2020, Volume 31, Number 2, Pages 226–235
DOI: https://doi.org/10.26117/2079-6641-2020-31-2-226-235 (Mi vkam414) 		 
WORKS OF YOUNG SCIENTISTS

Random walk software generation

A. D. Tsarev

Vitus Bering Kamchatka State University
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DOI: https://doi.org/10.26117/2079-6641-2020-31-2-226-235
Abstract: The development of programmatic generators for random variables calculation which are corresponding to the main angular distributions on circle, for random variables of fractional Brownian motion (FBM) on circle, on surface and on sphere by means of numerical methods, inverse function method and spectral method of FBM filtration.
Keywords: angular distribution, random variable, fractional Brownian motion, numerical methods, inverse function method.
Document Type: Article
UDC: 512.24
MSC: 82B41
Language: Russian
Citation: A. D. Tsarev, “Random walk software generation”, Vestnik KRAUNC. Fiz.-Mat. Nauki, 31:2 (2020), 226–235
Citation in format AMSBIB
\Bibitem{Tsa20}
\by A.~D.~Tsarev
\paper Random walk software generation
\jour Vestnik KRAUNC. Fiz.-Mat. Nauki
\yr 2020
\vol 31
\issue 2
\pages 226--235
\mathnet{http://mi.mathnet.ru/vkam414}
\crossref{https://doi.org/10.26117/2079-6641-2020-31-2-226-235}
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