On computer generation of random vectors by transformations of uniformly distributed vectors (Q580870): Difference between revisions
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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. | |||
| Property / review text: 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. / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 4018205 / rank | |||
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| Property / zbMATH Keywords | |||
random vector generation | |||
| Property / zbMATH Keywords: random vector generation / rank | |||
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uniformly distributed vectors | |||
| Property / zbMATH Keywords: uniformly distributed vectors / rank | |||
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q-exponential random vectors | |||
| Property / zbMATH Keywords: q-exponential random vectors / rank | |||
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| Property / zbMATH Keywords | |||
multivariate normal or t-distributed vectors | |||
| Property / zbMATH Keywords: multivariate normal or t-distributed vectors / rank | |||
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Comparisons | |||
| Property / zbMATH Keywords: Comparisons / rank | |||
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Revision as of 17:46, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On computer generation of random vectors by transformations of uniformly distributed vectors |
scientific article |
Statements
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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