Comparison of random number generators via Fourier transform

DOI10.1515/MCMA-2013-0012zbMath1279.65010OpenAlexW2114380658MaRDI QIDQ2864772

Junichi Imai

Publication date: 26 November 2013

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2013-0012

zbMATH Keywords

numerical experimentsfast Fourier transformMonte Carlo methodinfinitely divisible distributionrandom number generation

Mathematics Subject Classification ID

Numerical methods for discrete and fast Fourier transforms (65T50) Random number generation in numerical analysis (65C10)

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