Simulation algorithms for stationary sequences with distributions in the form of a mixture of Gaussian distributions

DOI10.1515/RNAM-2024-0012MaRDI QIDQ6564563zbMATH OpenFDO

Authors Marina S. Akenteva, N. A. Kargapolova, V. A. Ogorodnikov

Publication date 1 July 2024

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

zbMATH Keywords

conditional distributionsmixture of Gaussian distributionsstochastic simulation algorithmssuperposition of random processesmultidimensional distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical analysis (65-XX)

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