Simulation of random processes with various probability density functions

DOI10.1016/0022-460X(82)90247-4MaRDI QIDQ3935436zbMATH OpenOpenAlexFDO

Authors Matěj Bílý, Jozef Čačko

Publication date 1982

Published in Journal of Sound and Vibration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-460x(82)90247-4

zbMATH Keywords

composite probability density functionsdigital simulationsimulation of random processes

Mathematics Subject Classification ID

Stochastic processes (60G99) Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(1)

• Approximation and simulation of probability distributions with a variable kurtosis value

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