A propos of three stochastic simulation techniques (short notes)
Jean-Laurent Mallet and Arben Shtuka. ( 2001 )
in: 21st gOcad Meeting, ASGA
Abstract
The main purpose of this article is to propose and compare simulation techniques able to produce equiprobable solutions to interpolation problems. These solutions are called “simulations” and are defined as realizations of random functions called “stochastic simulators” or, more simply, “simulators”. Many different techniques have been proposed in the literature for building simulators (e.g., see [12, 4, 5]). In this section, having defined the notion of simulator, three examples of particularly simple techniques for building simulators are given and compared.
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BibTeX Reference
@inproceedings{MalletRM2001, abstract = { The main purpose of this article is to propose and compare simulation techniques able to produce equiprobable solutions to interpolation problems. These solutions are called “simulations” and are defined as realizations of random functions called “stochastic simulators” or, more simply, “simulators”. Many different techniques have been proposed in the literature for building simulators (e.g., see [12, 4, 5]). In this section, having defined the notion of simulator, three examples of particularly simple techniques for building simulators are given and compared. }, author = { Mallet, Jean-Laurent AND Shtuka, Arben }, booktitle = { 21st gOcad Meeting }, month = { "june" }, publisher = { ASGA }, title = { A propos of three stochastic simulation techniques (short notes) }, year = { 2001 } }