Exact simulation of the Marchenko-Pastur distribution (Q6976960)
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scientific article; zbMATH DE number 8047673
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Exact simulation of the Marchenko-Pastur distribution |
scientific article; zbMATH DE number 8047673 |
Statements
Exact simulation of the Marchenko-Pastur distribution (English)
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31 May 2025
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random variate generation
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simulation
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Monte Carlo method
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expected time analysis
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Marchenko-Pastur distribution
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