On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738)
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scientific article; zbMATH DE number 5632747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On exact simulation algorithms for some distributions related to Jacobi theta functions |
scientific article; zbMATH DE number 5632747 |
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On exact simulation algorithms for some distributions related to Jacobi theta functions (English)
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13 November 2009
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random variate genera tors
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distributions Jacobi theta function
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Brownian bridge
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Brownian meander
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Brownian excursion
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Bessel processes
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algorithms
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alternating series method
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0.8641752
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0.8478699
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0.84162444
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0.83892274
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0.8369805
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