On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738): Difference between revisions

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+Luc P. Devroye
@@ Property / author: Luc P. Devroye / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2009.07.028
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+W1970613714
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@@ Property / cites work @@
+The probability law for the sum of 𝑛 independent variables, each subject to the law (1/\vphantom{1(2ℎ)}.\kern-\nulldelimiterspace(2ℎ))𝑠𝑒𝑐ℎ(𝜋𝑥/\vphantom{𝜋𝑥(2ℎ)}.\kern-\nulldelimiterspace(2ℎ))
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+Exact simulation of diffusions
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+Q3756256
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+Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
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