About efficient algorithms of numerically-statistical simulation
G.A. Mikhailov
Institute of Computational Mathematics and Mathematical Geophysics SB RAS, pr. Lavrentjeva, 6, Novosibirsk, Russia, 630090
Keywords: base random number, probability density function, discrete superposition method, branching of trajectories, similar trajectory method, random field, histogram
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.
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