Short-run characteristics of samples drawn by random walks

DOI10.1080/03610918508812451zbMath0586.65098OpenAlexW2023265551MaRDI QIDQ3711718

Paul A. Rubin

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/03610918508812451

zbMATH Keywords

Monte Carlo samplingrandom walkautocorrelationuniform random variablesgeneration of samples

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Unnamed Item

This page was built for publication: Short-run characteristics of samples drawn by random walks