Complexity of monotone modelling algorithms for discrete distributions

zbMath0783.65095MaRDI QIDQ1204951

B. B. Pokhodzej

Publication date: 1 April 1993

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

complexitysimulationrandom variablesdiscrete monotone methodfinite discrete distributionsinvert methodnon-monotone algorithmsoptimal monotone algorithms

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Complexity and performance of numerical algorithms (65Y20) Probabilistic methods, stochastic differential equations (65C99)

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