Exact and approximate moment derivation for probabilistic loops with non-polynomial assignments

DOI10.1145/3641545zbMATH Open1548.65047WikidataQ129409730 ScholiaQ129409730MaRDI QIDQ6639407

Andrey Kofnov, Ezio Bartocci, Marcel Moosbrugger, Efstathia Bura, Miroslav Stankovič

Publication date: 15 November 2024

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

zbMATH Keywords

polynomial chaos expansionstochastic dynamical systemsprobabilistic programsnonlinear updatesprob-solvable loopsexponential updatestrigonometric updates

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Stochastic particle methods (65C35)

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