Gamma variates of fractional shape as functioials of a homogeneous multidimensional poisson process

DOI10.1080/03610918808812694zbMath0695.62038OpenAlexW2088742451MaRDI QIDQ3471352

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Publication date: 1988

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918808812694

zbMATH Keywords

simulationMinkowski normsBox-Muller

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Unnamed Item
• A Note on the Generation of Random Normal Deviates
• A Third Classified Bibliography on Random Number Generation and Testing
• Generating gamma variates by a modified rejection technique

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