Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059)
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scientific article; zbMATH DE number 6920164
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| English | Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary |
scientific article; zbMATH DE number 6920164 |
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Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (English)
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17 August 2018
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acceptance-rejection method
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inverse transform method
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restricted Wiener and Ornstein-Uhlenbeck processes
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0.8594451
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0.8541417
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0.84540224
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0.8412852
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0.8411852
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