scientific article; zbMATH DE number 3930307

MaRDI QIDQ3703262zbMATH OpenFDO

Authors Byron S. Gottfried

Publication date 1984

zbMATH Keywords

Games of chancesinventory controlinverse transformation methodmixed congruential methodnetworkPERTpower residue methodprogramsrandom walkrisk analysisstochastic process simulationtextbook

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to probability theory (60-04) Stochastic processes (60Gxx) Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics (62Pxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

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(7)

• Multidimensional random process synthesis and simulation
• Simulation of stochastic processes with generation and transport of particles
• Stochastic simulation: Theory and algorithms.
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