Complexity and asymptotically optimal algorithms for modeling of absolutely continuous distributions

DOI10.1007/BF01095642zbMath0599.68040MaRDI QIDQ1080659

B. B. Pokhodzej

Publication date: 1986

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

DG-tree algorithm

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Generating Exponential Random Variables
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