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Geometric Constructions with Discretized Random Variables

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Reliable Computing

Abstract

We generalize the DEnv (Distribution envelope determination) method for bounding the result of arithmetic operations on random variables with unknown dependence to higher-dimensional settings. In order to minimize both the influence of the coordinate frame and information loss we suggest a nested thicket representation for random variables and a corresponding intersection algorithm.

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Authors and Affiliations

  1. Institut für Technische Mathematik, Geometrie und Bauinformatik, Universität Innsbruck, Technikerstraße 13, A–6020, Innsbruck, Austria

    Hans-Peter Schröcker

  2. Institut für Diskrete Mathematik und Geometrie, Technische Universität Wien, Wiedner Hauptstraße 8–10/104, A–1040, Wien, Austria

    Johannes Wallner

Authors
  1. Hans-Peter Schröcker
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  2. Johannes Wallner
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Correspondence to Hans-Peter Schröcker.

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Schröcker, HP., Wallner, J. Geometric Constructions with Discretized Random Variables. Reliable Comput 12, 203–223 (2006). https://doi.org/10.1007/s11155-006-7219-2

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  • DOI: https://doi.org/10.1007/s11155-006-7219-2

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