Geometric constructions with discretized random variables

被引:3
|
作者
Institut für Technische Mathematik, Geometrie und Bauinformatik, Universität Innsbruck, Technikerstraße 13, A-6020 Innsbruck, Austria [1 ]
不详 [2 ]
机构
来源
Reliab Comput | 2006年 / 3卷 / 203-223期
基金
奥地利科学基金会;
关键词
Algorithms - Computer science - Mathematical models - Problem solving - Random processes;
D O I
10.1007/s11155-006-7219-2
中图分类号
学科分类号
摘要
We generalize the DEnv (Distribution envelope determination) method for bounding the result of arithmetic operations on random variables with unknown dependence to higher-dimensional settings. In order to minimize both the influence of the coordinate frame and information loss we suggest a nested thicket representation for random variables and a corresponding intersection algorithm. © Springer 2006.
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