A Method of Generating Random Vectors with a Given Probability Density Function

We propose a method for generating random independent vectors that have a given continuous distribution density with compact support. The main advantage of the proposed method are guaranteed estimates of the error in the generation of random vectors. We show an illustrative experimental comparison o...

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Veröffentlicht in:	Automation and remote control 2018-09, Vol.79 (9), p.1569-1581
Hauptverfasser:	Darkhovsky, B. S., Popkov, Yu. S., Popkov, A. Yu, Aliev, A. S.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms CAE) and Design Calculus of Variations and Optimal Control Optimization Computer-Aided Engineering (CAD Control Mathematics Mathematics and Statistics Mechanical Engineering Mechatronics Probability density functions Robotics Stochastic Systems Systems Theory
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