The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables (Q3145076)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables |
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The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables (English)
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13 December 2012
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convolution
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distribution functions
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dependent random variable
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algorithm
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convergence
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numerical examples
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quasi Monte Carlo method
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