Fast poisson and binomial algorithms for correlationinduction<sup>*</sup><sup>*</sup>This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef: (Q3201632)
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scientific article; zbMATH DE number 4178623
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| English | Fast poisson and binomial algorithms for correlationinduction<sup>*</sup><sup>*</sup>This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef: |
scientific article; zbMATH DE number 4178623 |
Statements
Fast poisson and binomial algorithms for correlationinduction<sup>*</sup><sup>*</sup>This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef: (English)
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1988
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fast Poisson algorithm
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fast binomial algorithm
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Monte Carlo method
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variance reduction
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antithetic variates
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acceptance/rejection
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simulation
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numerical stability
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correlation
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inverse transformation
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optimal correlation induction
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random variate generation
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0.8252888917922974
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0.8252885341644287
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0.7819703221321106
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