Work

On numerical modelling of stochastic systems

Year: 2025

Type: article

Abstract: 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.

Source: Lietuvos matematikos rinkinys

DOI: 10.15388/lmd.1997.38422

Author: Eimutis Valakevičius

Institution: Kaunas University of Technology

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4408131790

FWCI:

Cites:

Cited by:

Related to: 10