A 1-1 poly-t random variable generator with application to Monte Carlo integration (Q1071467)
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scientific article; zbMATH DE number 3940587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A 1-1 poly-t random variable generator with application to Monte Carlo integration |
scientific article; zbMATH DE number 3940587 |
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A 1-1 poly-t random variable generator with application to Monte Carlo integration (English)
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1985
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This interesting and important investigation arises from the need for suitable pseudorandom generators for the calculation of multiple integrals by Monte Carlo methods. The interest lies specifically in so- called m-1 poly-t densities (a phrase habitually described in English as ''a mouthful'') which are the ratios of a product of m multivariate t densities to a single multivariate t density, and their generation by reasonable computational means.
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pseudorandom generators
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multiple integrals
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poly-t densities
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mouthful
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