Geodesic
Random walk software generation
Vestnik KRAUNC. Fiziko-matematičeskie nauki, Tome 31 (2020) no. 2, pp. 226-235

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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. 
@article{VKAM_2020_31_2_a15,
     author = {A. D. Tsarev},
     title = {Random walk software generation},
     journal = {Vestnik KRAUNC. Fiziko-matemati\v{c}eskie nauki},
     pages = {226--235},
     publisher = {mathdoc},
     volume = {31},
     number = {2},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VKAM_2020_31_2_a15/}
}
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A. D. Tsarev. Random walk software generation. Vestnik KRAUNC. Fiziko-matematičeskie nauki, Tome 31 (2020) no. 2, pp. 226-235. http://geodesic.mathdoc.fr/item/VKAM_2020_31_2_a15/