Institute of Computational Mathematics and Mathematical Geophysics SB RAS

International Conference on Mathematical Methods in Geophysics «MMG-2008»

Akademgorodok, Novosibirsk, Russia, October 13-15, 2008

Abstracts

Mathematical and Statistical Simulation in Problems of the Physics of Atmosphere, Ocean, and Environmental Protection

Approximation of probability distribution densities, defined on infinite interval

Makhotkin O.A.

Institute of Computational Mathematics and MG SB RAS (Novosibirsk)

The problem of approximation of probability distribution densities(PDF), defined on infinite interval, is considered. For application of standard approximation algorithms the infinite interval is transformed to finite one. The transformed PDF( finite or infinite) are approximated by interpolation or projection.

The results of computer experiments with different PDF are represented and discussed.

Note. Abstracts are published in author's edition

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