On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q161647 |
||
| Property / author | |||
| Property / author: Q175421 / rank | |||
Revision as of 21:08, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On exact simulation algorithms for some distributions related to Jacobi theta functions |
scientific article |
Statements
On exact simulation algorithms for some distributions related to Jacobi theta functions (English)
0 references
13 November 2009
0 references
random variate genera tors
0 references
distributions Jacobi theta function
0 references
Brownian bridge
0 references
Brownian meander
0 references
Brownian excursion
0 references
Bessel processes
0 references
algorithms
0 references
alternating series method
0 references
