Fast procedures for generating stationary normal vectors

DOI10.1080/00949658008810371MaRDI QIDQ3870209zbMATH OpenOpenAlexFDO

Authors I. Deák

Publication date 1980

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658008810371

zbMATH Keywords

computer algorithmsfast proceduresMonte Carlo problemsstationary normal vectors

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99) Algorithms in computer science (68W99)

Cites work

• A comparison of multivariate normal generators
• A note on a method for generating points uniformly on n -dimensional spheres
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Computer methods for sampling from the exponential and normal distributions
• scientific article; zbMATH DE number 3303655 (Why is no real title available?)
• Numerical Simulation of Stationary and Non-Stationary Gaussian Random Processes
• RANDOM NUMBERS FALL MAINLY IN THE PLANES
• The distribution of the distance between random points
• Uniform Random Number Generators

Cited in

(2)

• Three digit accurate multiple normal probabilities
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results

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