On exact simulation algorithms for some distributions related to Brownian motion and Brownian meanders (Q3059062)
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scientific article; zbMATH DE number 5823736
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| English | On exact simulation algorithms for some distributions related to Brownian motion and Brownian meanders |
scientific article; zbMATH DE number 5823736 |
Statements
On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders (English)
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8 December 2010
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algorithm
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random variate generators
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Brownian motion
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Brownian bridge
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Brownian excursion
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Brownian meander
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Brownian motion processes
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0.8557329773902893
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0.7910653948783875
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0.7754740715026855
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0.773409903049469
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0.7625084519386292
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