On numerical modelling of stochastic systems
The paper considers a method to construct numerical models of non-markovian stochastic systems. The idea is to approximate a general distribution function of positive random value by mixture of exponential stages. The example is given.
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2025-02-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/38422 |
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