On random variate generation when only moments of Fourier coefficients are known

DOI10.1016/0378-4754(89)90054-2zbMath0677.65007OpenAlexW2071702076MaRDI QIDQ1123530

Luc P. Devroye

Publication date: 1989

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(89)90054-2

zbMATH Keywords

momentsestimationFourier seriesFourier coefficientrandom variate generationacception/rejectionnumbers of iterationseries method for random numbers

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Random number generation in numerical analysis (65C10)

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