Korištenje Monte Carlo metode za simulaciju slučajnih varijabli i procesa

undergraduate thesis

• Title (english): Application of Monte Carlo method for random variables and random processes simulation
• Author: Daniel Marić
• Mentor: Ilko Brnetić (mentor)
• Committee member: Ilko Brnetić (predsjednik povjerenstva)
• Committee member: Lenka Mihoković (član povjerenstva)
• Committee member: Josip Žubrinić (član povjerenstva)
• Granter: University of Zagreb; Faculty of Electrical Engineering and Computing; Zagreb
• Defense date and country: 2020-08-27, Croatia
• Scientific / art field, discipline and subdiscipline: TECHNICAL SCIENCES; Computing

Abstract

Cilj rada je simulacija slučajnih procesa s naglaskom na Poissonov slučajan proces. Opisane su slučajne varijable i algoritmi kojima ih generiramo. Razrađeni su problemi na koje nailazimo pri generiranju slučajnih varijabli i složenost algoritama. Prikazano je programsko rješenje koje izvodi algoritme i računa kvalitetu dobivenih rezultata hi-kvadrat testom. Općenito su opisani slučajni procesi. Napravljena je simulacija Poissonovog slučajnog procesa te su objašnjene njezine karakteristike. Predstavljen je primjer primjene simulacije slučajnog procesa te je rješenje implementirano u programskom jeziku Python.

Abstract (english)

The main goal of this thesis is simulation of random processes and concrete implementation of Poisson random process. Random variables and algorithms for its generating are described. Problems with generating random variables and complexity of algorithms are described. Random processes are generally defined. A simulatin of Poisson random process is shown and its characteristics are explained. An example of application of random processes is given and solution is implemented in programming languge Pyhon.

• Keywords: slučajan događaj; slučajna varijabla; slučajan proces; Poissonova slučajna varijabla; binomna slučajna varijabla; eksponencijalna slučajna varijabla; Poissonov slučajan proces
• Keywords (english): random event; random variable; random process; Poisson random variable; binomial random variable; exponential random variable; Poisson random process
• Language: croatian
• URN:NBN: urn:nbn:hr:168:410276
• Study programme: Title: Computing; Study programme type: university; Study level: undergraduate; Academic / professional title: sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva (sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Closed access
• Created on: 2023-01-14 21:04:57