1 resultado para derivative approximation
em Digital Peer Publishing
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Relevância:
Resumo:
Es wird ein Verfahren vorgestellt, mit dem stetige Zufallsgrößen rechnerunterstützt dargestellt und miteinander verknüpft werden können. Die Verteilungsfunktionen der Zufallsgrößen werden mit einem Finite-Elemente-Ansatz in einem endlichen Intervall [tmin; tmax] approximiert. Die Addition zweier Zufallsgrößen wird durch numerische Berechnung des Faltungsintegrals durchgeführt.
