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Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes - MaRDI portal

Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes (Q666374)

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scientific article; zbMATH DE number 6012994
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English
Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes
scientific article; zbMATH DE number 6012994

    Statements

    Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes (English)
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    8 March 2012
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    convex polytope
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    multivariate extreme value distribution
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    Pickands dependence function
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    simplex
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    triangulation
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    uniform spacings
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    random vector generation
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    random number generators
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