Computer simulation of n-random variables with arbitrary joint probability distribution through their representation over the lebesgue unit cube
DOI10.1016/0270-0255(81)90001-4zbMath0525.68072OpenAlexW2064113493MaRDI QIDQ3038668
Publication date: 1981
Published in: Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0270-0255(81)90001-4
Probabilistic models, generic numerical methods in probability and statistics (65C20) Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Probabilistic methods, stochastic differential equations (65C99)
This page was built for publication: Computer simulation of n-random variables with arbitrary joint probability distribution through their representation over the lebesgue unit cube
