# zbMATH — the first resource for mathematics

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