title: Generation of large sequences of normal record values and maxima
metadata.name: dc.contributor.author
metadata.value: Pakhteev, Artem I.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Stepanov, Alexei V.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2018-09-18T11:41:24Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2018-09-18T11:41:24Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2018-09
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Pakhteev A. I., Stepanov A.V. Generation of large sequences of normal record values and maxima. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2018, vol. 5 (63), issue 3, pp. 431–440.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: 10.21638/11701/spbu01.2018.307
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/14886
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: In our recent paper (2018), algorithms of generation of normal record values were developed.
  It was shown there that the developed algorithms are more efficient and speedy than
  all existing at that time algorithms of generation of normal record values. Presented in this
  paper algorithm 2.2 is the most efficient algorithm amongst the algorithms of the paper of
  Pakhteev and Stepanov. It allows to generate “large” sequences of record values (up to two
  billion record values). In the present paper, two algorithms of generation of normal maxima
  are proposed. One of the proposed algorithms is based on algorithm 2.2. It also allows to
  generate maxima of samples of “large” sizes. An algorithm of generation of record times in
  general continuous case is also proposed in the present paper.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 5(63); Issue 3
metadata.lang: -
metadata.name: dc.subject
metadata.value: records
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: maxima
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: normal distribution
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: rejection method
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: inverse-transform method
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: generation techniques
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: elapsed time
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Generation of large sequences of normal record values and maxima
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 07-Pakhteev.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/14886/1/07-Pakhteev.pdf
resources.format: Adobe PDF
resources.size: 310,59 kB