Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes

DOI10.1007/s10479-009-0567-7zbMath1268.65005OpenAlexW2170578593MaRDI QIDQ666374

Ishay Weissman, Shmuel Onn

Publication date: 8 March 2012

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-009-0567-7

zbMATH Keywords

triangulationconvex polytopesimplexrandom number generatorsrandom vector generationPickands dependence functionmultivariate extreme value distributionuniform spacings

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (4)

The restrictiveness of the hazard rate order and the moments of the maximal coordinate of a random vector uniformly distributed on the probability \(n\)-simplex ⋮ CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS ⋮ Evolutionary game theory in mixed strategies: from microscopic interactions to kinetic equations ⋮ PI-type fully symmetric quadrature rules on the 3-, \dots, 6-simplexes

Cites Work

• A log log law for maximal uniform spacings
• Statistics of Extremes
• Simulation and the Monte Carlo Method
• On a Class of Problems Related to the Random Division of an Interval
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