A quasi-Monte Carlo implementation of the ziggurat method (Q1637510)
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scientific article; zbMATH DE number 6882436
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A quasi-Monte Carlo implementation of the ziggurat method |
scientific article; zbMATH DE number 6882436 |
Statements
A quasi-Monte Carlo implementation of the ziggurat method (English)
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8 June 2018
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ziggurat method
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low-discrepancy sequences
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quasi-Monte Carlo
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normal distribution
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gamma distribution
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0.8313719034194946
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0.8135959506034851
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0.7819135189056396
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0.7763583064079285
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