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Numerical operations of histogram arithmetic and their applications. (English. Russian original) Zbl 0752.65099
Autom. Remote Control 52, No. 2, 208-212 (1991); translation from Avtom. Telemekh. 1991, No. 2, 83-88 (1991).
The authors consider a system of independent random variables \(X_ n\), \(n=1,\dots,N\) which take values in the intervals \([A_ n,B_ n]\) and the probability densities of which are piecewise-constant functions. The authors propose an algorithm which performs the basic arithmetic operations (addition, multiplication, subtraction, division, integral exponentiation, maximum and minimum) on histograms of random variables \(X_ n\). This algorithm and the corresponding numerical program is part of a program package for histogram operations described in the last section of the paper.

MSC:
65C99 Probabilistic methods, stochastic differential equations
65C05 Monte Carlo methods
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