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Article | REF: AF1471 V1

Validating the results obtained from scientific software. Stochastic approach

Authors: Jean VIGNES, René ALT

Publication date: October 10, 2009

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3. Stochastic arithmetic

From a theoretical point of view, the synchronous implementation of the CESTAC method and the use of random rounding transforms any computer result into a quasi-Gaussian random variable. In this way, we can define a stochastic arithmetic that works on elements that are Gaussian random variables.

3.1 Continuous stochastic arithmetic

This arithmetic works on operands called "stochastic numbers", see [46] .

  • Definition 1 – stochastic numbers

    The set of stochastic numbers

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