On computer generation of random vectors by transformations of uniformly distributed vectors (Q580870): Difference between revisions

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Latest revision as of 10:46, 30 July 2024

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On computer generation of random vectors by transformations of uniformly distributed vectors
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    On computer generation of random vectors by transformations of uniformly distributed vectors (English)
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    1987
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    The paper discusses a general method of computer generation of random vectors based on transformations of uniformly distributed vectors. This method is then applied to build up efficient algorithms for generating q- exponential random vectors and multivariate normal or t-distributed vectors. Comparisons and connections with other similar algorithms are also presented.
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    random vector generation
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    uniformly distributed vectors
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    q-exponential random vectors
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    multivariate normal or t-distributed vectors
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    Comparisons
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