Standard

Quasirandom sequences in the simulation algorithms of the random processes. / Ermakov, S. U.; Tovstik, T. M.

в: Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya, № 4, 1999, стр. 26-33.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Ermakov, SU & Tovstik, TM 1999, 'Quasirandom sequences in the simulation algorithms of the random processes', Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya, № 4, стр. 26-33.

APA

Ermakov, S. U., & Tovstik, T. M. (1999). Quasirandom sequences in the simulation algorithms of the random processes. Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya, (4), 26-33.

Vancouver

Ermakov SU, Tovstik TM. Quasirandom sequences in the simulation algorithms of the random processes. Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya. 1999;(4):26-33.

Author

Ermakov, S. U. ; Tovstik, T. M. / Quasirandom sequences in the simulation algorithms of the random processes. в: Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya. 1999 ; № 4. стр. 26-33.

BibTeX

@article{d18c7052a4fe4b419be90091ba2224f7,
title = "Quasirandom sequences in the simulation algorithms of the random processes",
abstract = "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.",
author = "Ermakov, {S. U.} and Tovstik, {T. M.}",
year = "1999",
language = "русский",
pages = "26--33",
journal = "ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ",
issn = "1025-3106",
publisher = "Издательство Санкт-Петербургского университета",
number = "4",

}

RIS

TY - JOUR

T1 - Quasirandom sequences in the simulation algorithms of the random processes

AU - Ermakov, S. U.

AU - Tovstik, T. M.

PY - 1999

Y1 - 1999

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=77949663393&partnerID=8YFLogxK

M3 - статья

AN - SCOPUS:77949663393

SP - 26

EP - 33

JO - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ

JF - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ

SN - 1025-3106

IS - 4

ER -

ID: 15681231