Информационная система "Конференции"


International Conference on Numerical Methematics ICCM-2002

Abstracts

Stochastic simulation and Monte-Carlo methods

Function approximations as probabilistic densities

Voitishek A.V., Kablukova E.G., Shvets V.V., Golovko N.G.

ICMMG SD RAS (Novosibirsk)

There is a lot of situations in the Monte Carlo theory, when it is necessary to realize stochastic elements, distributed with respect to the densities, proportional to approximations of non--negative functions [1 -- 5]. The classes of "numerically stochastically realized" densities are investigated (in particular, Strang--Fix approximations, Bernstein approximations, piece--polinomial approximations and others). Corresponding Monte Carlo algorithms for realization of the stochastic elements are formulated and investigated.

Note. Abstracts are published in author's edition

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