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Distribution arithmetic for stochastical analysis

Published: 21 January 2008 Publication History

Abstract

This paper presents a novel arithmetic which allows calculations with fluctuating values. The arithmetic consists of a special representation of random variables and procedures for performing numerical operations between them. Given the distributions of initial random variables, the moments (such as expected value, variance and higher moments) of any calculated variable can be determined. Our approach is not limited to normal distributions and works with linear and nonlinear functions. Correlations between variables are taken into account automatically by the arithmetic. Examples show the accuracy and runtimes compared to Monte Carlo simulation.

References

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Cited By

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  • (2017)Dealing with Uncertainties in Analog/Mixed-Signal SystemsProceedings of the 54th Annual Design Automation Conference 201710.1145/3061639.3072949(1-6)Online publication date: 18-Jun-2017

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cover image ACM Conferences
ASP-DAC '08: Proceedings of the 2008 Asia and South Pacific Design Automation Conference
January 2008
812 pages
ISBN:9781424419227

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IEEE Computer Society Press

Washington, DC, United States

Publication History

Published: 21 January 2008

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ASPDAC '08
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ASP-DAC '08 Paper Acceptance Rate 122 of 350 submissions, 35%;
Overall Acceptance Rate 466 of 1,454 submissions, 32%

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Cited By

View all
  • (2017)Dealing with Uncertainties in Analog/Mixed-Signal SystemsProceedings of the 54th Annual Design Automation Conference 201710.1145/3061639.3072949(1-6)Online publication date: 18-Jun-2017

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