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JOURNALS // Vestnik KRAUNC. Fiziko-Matematicheskie Nauki // Archive

Vestnik KRAUNC. Fiz.-Mat. Nauki, 2020 Volume 31, Number 2, Pages 226–235 (Mi vkam414)

WORKS OF YOUNG SCIENTISTS

Random walk software generation

A. D. Tsarev

Vitus Bering Kamchatka State University

Abstract: The development of programmatic generators for random variables calculation which are corresponding to the main angular distributions on circle, for random variables of fractional Brownian motion (FBM) on circle, on surface and on sphere by means of numerical methods, inverse function method and spectral method of FBM filtration.

Keywords: angular distribution, random variable, fractional Brownian motion, numerical methods, inverse function method.

UDC: 512.24

MSC: 82B41

DOI: 10.26117/2079-6641-2020-31-2-226-235



© Steklov Math. Inst. of RAS, 2024