An Improved Condensation Procedure in Discrete Probability Distribution Calculations

Publication Date Mar 31, 1987 by Kaplan S., Lin J.C.

A "vertical" condensation scheme for discrete probability distribution (DPD) calculations is presented as an alternative to the earlier "horizontal" scheme, an example of which was presented recently by Kurth and Cox. When applied to DPDs over a space of curves, the vertical condensation results in a "regularization" of the "spaghetti" of curves that results from combination operations on such DPDs.

Risk Analysis, Vol. 7, Issue 1, pp. 15-19, March 1987.

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