On numerical modelling of stochastic systems

The paper considers a method to construct numerical models of non-markovian stochastic systems. The idea is to approximate a general distribution function of positive random value by mixture of exponential stages. The example is given.

Authors

Eimutis Valakevičius (ORCID: https://orcid.org/0000-0003-1928-0631)

Institutions

Kaunas University of Technology (LT)

Publication Details

Journal: Lietuvos matematikos rinkinys
Published: 2025-02-26
DOI: https://doi.org/10.15388/lmd.1997.38422
Primary Topic: Aquatic and Environmental Studies
Type: article
Field-Weighted Citation Impact: 0.00

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article

On numerical modelling of stochastic systems

Eimutis Valakevičius

Feb 26, 2025

Lietuvos matematikos rinkinys

Aquatic and Environmental Studies

article

On numerical modelling of stochastic systems

Eimutis Valakevičius

February 26, 2025article en

Abstract

Lietuvos matematikos rinkinys

Kaunas University of Technology (LT)

Openalex Percentile: Top 96%

Aquatic and Environmental Studies

DOI Open Access PDF OpenAlex

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On numerical modelling of stochastic systems — Eimutis Valakevičius · Lietuvos matematikos rinkinys (2025) | TGRS Research Map | TGRS