An Automatic Method for Generating Random Variates with a Given Characteristic Function (Q4723130)
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scientific article; zbMATH DE number 3996981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Automatic Method for Generating Random Variates with a Given Characteristic Function |
scientific article; zbMATH DE number 3996981 |
Statements
An Automatic Method for Generating Random Variates with a Given Characteristic Function (English)
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1986
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automatic random number generation
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expected time complexity
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probability inequations
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stable distribution
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simulation
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convexity
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rejection method
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Fourier transform
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