Random walk software generation
Vestnik KRAUNC. Fiziko-matematičeskie nauki, Tome 31 (2020) no. 2, pp. 226-235 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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},
     year = {2020},
     volume = {31},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VKAM_2020_31_2_a15/}
}
TY  - JOUR
AU  - A. D. Tsarev
TI  - Random walk software generation
JO  - Vestnik KRAUNC. Fiziko-matematičeskie nauki
PY  - 2020
SP  - 226
EP  - 235
VL  - 31
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/VKAM_2020_31_2_a15/
LA  - ru
ID  - VKAM_2020_31_2_a15
ER  - 
%0 Journal Article
%A A. D. Tsarev
%T Random walk software generation
%J Vestnik KRAUNC. Fiziko-matematičeskie nauki
%D 2020
%P 226-235
%V 31
%N 2
%U http://geodesic.mathdoc.fr/item/VKAM_2020_31_2_a15/
%G ru
%F VKAM_2020_31_2_a15
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/

[1] Mardia K., Statisticheskiy analiz uglovykh nablyudeniy: uchebnoye posobiye, Nauka, M., 1978

[2] Khida T., Brounovskoye dvizheniye, uchebnoye posobiye, Nauka, M., 1987

[3] Venttsel A. D., Kurs teorii sluchainykh protsessov, Nauka, M., 1996

[4] Mandel'brot B., Fraktal'naya geometriya prirody, Institut komp'yuternykh issledovaniy, M., 2002

[5] Kronover R. M., Fraktaly i khaos v dinamicheskikh sistemakh, Postmarket, M., 2000

[6] Sobol' I. M., Chislennyye metody Monte-Karlo, uchebnoye posobiye, Nauka, M., 1973

[7] Verzhbitskiy V. M., Osnovy chislennykh metodov, uchebnik dlya vuzov, Vyssh. shk., M., 2002

[8] Gmurman V. Ye., Teoriya veroyatnostey i matematicheskaya statistika, Vysshaya shkola, M., 1998

[9] Chistyakov V. P., Kurs teorii veroyatnostey, Izdat. dom Lan', M., 2008