A method to generate autocorrelated uniform random numbers

DOI10.1080/00949659308811469zbMath0925.65015OpenAlexW2053066521MaRDI QIDQ4851418

Thomas R. Willemain, Philip A. Desautels

Publication date: 8 November 1999

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

Full work available at URL: https://doi.org/10.1080/00949659308811469

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (4)

An algorithm for generating correlated random variables in a class of infinitely divisible distributions ⋮ Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher ⋮ Construction of random vectors of heterogeneous component variables under specified correlation structures ⋮ Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution

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• A composite approach to generating autocorrelated sequences
• Note—Simulating a Lognormal Time Series with Prescribed Serial Correlation
• The effect of correlated exponential service times on single server tandem queues
• A Simple Technique for the Generation of Correlated Random Number Sequences

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