On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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