Bounding the results of arithmetic operations on random variables of unknown dependency using intervals

DOI10.1023/A:1009933109326zbMath0908.65139OpenAlexW132789959MaRDI QIDQ1387760

Chaim Goodman-Strauss, Daniel J. Berleant

Publication date: 4 March 1999

Published in: Reliable Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009933109326

zbMATH Keywords

algorithmsinterval arithmetichistogramsarithmetic operations on random variables

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30) Random operators and equations (aspects of stochastic analysis) (60H25) Probabilistic methods, stochastic differential equations (65C99)

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