具有高斯分布混合物形式分布的静态序列的模拟算法

IF 0.5 4区数学 Q4 MATHEMATICS, APPLIED

Russian Journal of Numerical Analysis and Mathematical Modelling Pub Date : 2024-06-01 DOI:10.1515/rnam-2024-0012

M. S. Akenteva, N. A. Kargapolova, V. A. Ogorodnikov

{"title":"具有高斯分布混合物形式分布的静态序列的模拟算法","authors":"M. S. Akenteva, N. A. Kargapolova, V. A. Ogorodnikov","doi":"10.1515/rnam-2024-0012","DOIUrl":null,"url":null,"abstract":"\n In this paper, we present three algorithms for simulation of intervals of stationary vector and scalar sequences with partial distributions of their subsequences of fixed length in the form of a mixture of Gaussian distributions. The first algorithm is based on superposition of two Gaussian vector processes and the second and third ones use the method of conditional distributions and the method of superpositions to simulate the mixtures and to select realizations for approximate construction of conditional realizations. Some properties of these algorithms are presented.","PeriodicalId":49585,"journal":{"name":"Russian Journal of Numerical Analysis and Mathematical Modelling","volume":null,"pages":null},"PeriodicalIF":0.5000,"publicationDate":"2024-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Simulation algorithms for stationary sequences with distributions in the form of a mixture of Gaussian distributions\",\"authors\":\"M. S. Akenteva, N. A. Kargapolova, V. A. Ogorodnikov\",\"doi\":\"10.1515/rnam-2024-0012\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\\n In this paper, we present three algorithms for simulation of intervals of stationary vector and scalar sequences with partial distributions of their subsequences of fixed length in the form of a mixture of Gaussian distributions. The first algorithm is based on superposition of two Gaussian vector processes and the second and third ones use the method of conditional distributions and the method of superpositions to simulate the mixtures and to select realizations for approximate construction of conditional realizations. Some properties of these algorithms are presented.\",\"PeriodicalId\":49585,\"journal\":{\"name\":\"Russian Journal of Numerical Analysis and Mathematical Modelling\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2024-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Russian Journal of Numerical Analysis and Mathematical Modelling\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1515/rnam-2024-0012\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Russian Journal of Numerical Analysis and Mathematical Modelling","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1515/rnam-2024-0012","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}

引用次数: 0

摘要

本文提出了三种算法，用于模拟静止向量和标量序列的区间，其子序列的部分分布以高斯分布混合物的形式固定长度。第一种算法基于两个高斯矢量过程的叠加，第二和第三种算法使用条件分布方法和叠加方法来模拟混合物，并为近似构建条件变现选择变现。本文介绍了这些算法的一些特性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Simulation algorithms for stationary sequences with distributions in the form of a mixture of Gaussian distributions

In this paper, we present three algorithms for simulation of intervals of stationary vector and scalar sequences with partial distributions of their subsequences of fixed length in the form of a mixture of Gaussian distributions. The first algorithm is based on superposition of two Gaussian vector processes and the second and third ones use the method of conditional distributions and the method of superpositions to simulate the mixtures and to select realizations for approximate construction of conditional realizations. Some properties of these algorithms are presented.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Russian Journal of Numerical Analysis and Mathematical Modelling 数学-工程：综合

CiteScore

1.40

自引率

16.70%

发文量

审稿时长

>12 weeks

期刊介绍： The Russian Journal of Numerical Analysis and Mathematical Modelling, published bimonthly, provides English translations of selected new original Russian papers on the theoretical aspects of numerical analysis and the application of mathematical methods to simulation and modelling. The editorial board, consisting of the most prominent Russian scientists in numerical analysis and mathematical modelling, selects papers on the basis of their high scientific standard, innovative approach and topical interest. Topics: -numerical analysis- numerical linear algebra- finite element methods for PDEs- iterative methods- Monte-Carlo methods- mathematical modelling and numerical simulation in geophysical hydrodynamics, immunology and medicine, fluid mechanics and electrodynamics, geosciences.