Some remarks on the efficient algorithms of numerical statistical simulation |
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| Authors: | G A Mikhailov |
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| Institution: | 1. Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch, Russian Academy of Sciences, pr. Akad. Lavrentyeva 6, Novosibirsk, 630090, Russia
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| Abstract: | Some numerical algorithms for the simulation of random variables and functions, as well as for parametrical numerical statistical analysis are considered. Specifications and explanations of the algorithms important for practical purposes are given. |
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