Quasirandom sequences in the simulation algorithms of the random processes. Quasirandom sequences have the uniform distribution in the sense that the Kolmogorov's criteria are small. In some papers these sequences are suggested tobe used in algorithms of the imitation modeling though the dependence of their elements may lead to incorrect estimates of the second moments of modeling values. The authors first illustrate in details these undesirable effects by'the simulation examples of the stationary random processes with rational spectral densities. Calculations are fulfilled with the usage of LTIT sequences.

Original languageRussian
Pages (from-to)26-33
Number of pages8
JournalVestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya
Issue number4
StatePublished - 1999

    Scopus subject areas

  • Mathematics(all)
  • Physics and Astronomy(all)

ID: 15681231