Geometric Constructions with Discretized Random Variables

Author: Schröcker Hans-Peter   Wallner Johannes  

Publisher: Springer Publishing Company

ISSN: 1385-3139

Source: Reliable Computing, Vol.12, Iss.3, 2006-06, pp. : 203-223

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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.