Pages that link to "Item:Q1157092"
From MaRDI portal
The following pages link to On the computer generation of random variables with a given characteristic function (Q1157092):
Displaying 14 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- A Laplace transform inversion method for probability distribution functions (Q518251) (← links)
- A note on a universal random variate generator for integer-valued random variables (Q892806) (← links)
- Methods for generating random variates with Polya characteristic functions (Q1060522) (← links)
- On random variate generation when only moments of Fourier coefficients are known (Q1123530) (← links)
- Simulation of Student-Lévy processes using series representations (Q1729303) (← links)
- Simulating space-time random fields with nonseparable Gneiting-type covariance functions (Q2029068) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
- On the exit time from open sets of some semi-Markov processes (Q2657906) (← links)
- A numerical inversion of the bivariate characteristic function (Q2700435) (← links)
- General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
- Complexity Questions in Non-Uniform Random Variate Generation (Q3298440) (← links)
- Universal methods for generating random variables with a given characteristic function (Q5220818) (← links)
- Parameter estimation and random number generation for student Lévy processes (Q6561272) (← links)