An Approximate Algorithm for Simulating Stationary Discrete Random Processes with Bivariate Distributions of Their Consecutive Components in the Form of Mixtures of Gaussian Distributions

The paper presents an approximate algorithm for modeling a stationary discrete random process with marginal and bivariate distributions of its consecutive components in the form of a mixture of two Gaussian distributions. The algorithm is based on a combination of the conditional distribution method...

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Bibliographic Details
Published in:	Numerical analysis and applications Vol. 17; no. 2; pp. 169 - 173
Main Authors:	Ogorodnikov, V. A., Akenteva, M. S., Kargapolova, N. A.
Format:	Journal Article
Language:	English
Published:	Moscow Pleiades Publishing 01.06.2024 Springer Nature B.V
Subjects:	Accuracy Air temperature Algorithms Bivariate analysis Computational mathematics Conflicts of interest Estimates Mathematics Mathematics and Statistics Mixtures Normal distribution Numerical Analysis Random processes Random variables Simulation Temperature Time series Russia bivariate distribution mixture of Gaussian distributions maximum daily temperature stochastic simulation
ISSN:	1995-4239, 1995-4247
Online Access:	Get full text
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