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A quasi-Monte Carlo implementation of the ziggurat method - MaRDI portal

A quasi-Monte Carlo implementation of the ziggurat method (Q1637510)

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scientific article; zbMATH DE number 6882436
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A quasi-Monte Carlo implementation of the ziggurat method
scientific article; zbMATH DE number 6882436

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    A quasi-Monte Carlo implementation of the ziggurat method (English)
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    8 June 2018
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    ziggurat method
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    low-discrepancy sequences
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    quasi-Monte Carlo
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    normal distribution
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    gamma distribution
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