Ziggurat

swMATH10535MaRDI QIDQ22494

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Related Items (46)

Monte Carlo simulation of electron dynamics in liquid water ⋮ Numerical distribution functions for seasonal unit root tests ⋮ Efficient generation of exponential and normal deviates ⋮ Deterministic sampling from uniform distributions with Sierpiński space-filling curves ⋮ A quasi-Monte Carlo implementation of the ziggurat method ⋮ Fast Discretized Gaussian Sampling and Post-quantum TLS Ciphersuite ⋮ Exploration of digital-filter and forward-stepwise synthetic turbulence generators and an improvement for their skewness-kurtosis ⋮ On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls ⋮ Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data ⋮ SDELab: A package for solving stochastic differential equations in MATLAB ⋮ Maximum likelihood estimation for the tensor normal distribution: Algorithm, minimum sample size, and empirical bias and dispersion ⋮ Smart sampling and incremental function learning for very large high dimensional data ⋮ Generation of discrete random variables in scalable frameworks ⋮ Differential evolution for noisy multiobjective optimization ⋮ Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making ⋮ Determination of minimum required damping in stochastic following seas modeled by using Gaussian white noise ⋮ Detection and estimation of additive outliers in seasonal time series ⋮ Polar sampler: a novel Bernoulli sampler using polar codes with application to integer Gaussian sampling ⋮ Unreliability of available pseudorandom number generators ⋮ Integrated deterministic and stochastic simulation of electronic circuits: Application to large signal-noise analysis ⋮ Valuation of life insurance surrender and exchange options ⋮ An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems ⋮ Approximate Solutions of Inverse Problems for Nonlinear Space Fractional Diffusion Equations with Randomly Perturbed Data ⋮ Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation ⋮ A two-dimensional backward heat problem with statistical discrete data ⋮ Brownian approximation and Monte Carlo simulation of the non-cutoff Kac equation ⋮ Fast simulation of truncated Gaussian distributions ⋮ Boltzmann samplers for first-order differential specifications ⋮ Solving Random Ordinary Differential Equations on GPU Clusters using Multiple Levels of Parallelism ⋮ Numerical simulation of stochastic PDEs for excitable media ⋮ Sampling Some Truncated Distributions Via Rejection Algorithms ⋮ A simple method for generating gamma variables ⋮ A modified ziggurat algorithm for generating exponentially and normally distributed pseudorandom numbers ⋮ An efficient implementation of a least squares Monte Carlo method for valuing American-style options ⋮ Sampling Exactly from the Normal Distribution ⋮ Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk ⋮ Fast Monte Carlo Simulation Methods for Biological Reaction-Diffusion Systems in Solution and on Surfaces ⋮ Unnamed Item ⋮ Pricing of derivatives on mean-reverting assets ⋮ An Introduction to Statistical Computing ⋮ A goodness-of-fit test for copulas based on the collision test ⋮ Simulation of thep-generalized Gaussian distribution ⋮ Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables ⋮ Random numbers from the tails of probability distributions using the transformation method ⋮ Efficient,Flexible,and Constant-Time Gaussian Sampling Hardware for Lattice Cryptography ⋮ LSRN: A Parallel Iterative Solver for Strongly Over- or Underdetermined Systems

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