Short universal generators via generalized ratio-of-uniforms method

Mathematics of Computation

Volumn 72, Issue 243, 2003, Pages 1453-1471

  Leydold, Josef ^a  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

Author keywords

Continuous distributions; Discrete distributions; Logconcave distributions; Nonuniform random variates; Ratio of uniforms method; T concave distributions; Transformed density rejection; Universal method

Indexed keywords

EID: 0038806511     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0025-5718-03-01511-4     Document Type: Article

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