A Simple Technique for the Generation of Correlated Random Number Sequences

DOI10.1109/TSMC.1979.4310156zbMath0394.65001OpenAlexW4238098410MaRDI QIDQ4176883

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Publication date: 1979

Published in: IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsmc.1979.4310156

zbMATH Keywords

Computer SimulationLinear PredictionGeneration of Cross-Correlated Random Number Sequences

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (2)

A method to generate autocorrelated uniform random numbers ⋮ Generating statistically dependent pairs of random variables: A marginal distribution approach

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