On the computer generation of random variables with a given characteristic function (Q1157092)
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scientific article; zbMATH DE number 3736880
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the computer generation of random variables with a given characteristic function |
scientific article; zbMATH DE number 3736880 |
Statements
On the computer generation of random variables with a given characteristic function (English)
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1981
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random variables
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given characteristic function
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rejection/squeeze algorithm
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