Generation of pseudo random processes with given marginal distribution and autocorrelation function (Q2776790)
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scientific article; zbMATH DE number 1716731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generation of pseudo random processes with given marginal distribution and autocorrelation function |
scientific article; zbMATH DE number 1716731 |
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Generation of pseudo random processes with given marginal distribution and autocorrelation function (English)
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5 May 2002
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numerical examples
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pseudo random process generation
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autocorrelation
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Newton optimization
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random process
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randomized Markov chain
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simulation
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algorithm
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order statistics
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