Generating random vectors from a bivariate random walk density function

DOI10.1080/00949658708810994zbMath0611.62070OpenAlexW2102189096MaRDI QIDQ3750825

Khalaf E. Ahmad

Publication date: 1987

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658708810994

zbMATH Keywords

algorithmsefficiencyacceptance/rejection techniquebivariate random walk density

Mathematics Subject Classification ID

Multivariate analysis (62H99) Random number generation in numerical analysis (65C10)

Related Items (1)

Nonlinear Discriminant Functions for Mixed Random Walk Models

Cites Work

• Bivariate inverse Gaussian distribution
• Computer Generation of Random Variables: A Tutorial
• Generating Random Variates Using Transformations with Multiple Roots
• Computer generation of gamma random variables

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