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Latest revision as of 03:45, 2 July 2024

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On exact simulation algorithms for some distributions related to Jacobi theta functions
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    On exact simulation algorithms for some distributions related to Jacobi theta functions (English)
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    13 November 2009
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    random variate genera tors
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    distributions Jacobi theta function
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    Brownian bridge
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    Brownian meander
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    Brownian excursion
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    Bessel processes
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    algorithms
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    alternating series method
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