Grid methods in simulation and random variate generation

compact set grid generation storage requirements car parking problem avoidance problems design of fast generators for random variates expected time performance

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)

Cites Work

An Efficient Method for Generating Discrete Random Variables with General Distributions
Generating discrete random variables in a computer
A computer program for the generation of random variables from any discrete distribution
On Mixture Methods for the Computer Generation of Random Variables
Simulation of some spatial hard core models, and the complete packing problem
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Cited In (29)

Inference for Weibull competing risks model with partially observed failure causes under generalized progressive hybrid censoring
A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model
Nonparametric estimation of multivariate scale mixtures of uniform densities
Generalized exponential distribution: Bayesian estimations
Optimal ellipsoids and decomposition of positive definite matrices
Random sampling of contingency tables via probabilistic divide-and-conquer
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution
Inference of progressively censored competing risks data from Kumaraswamy distributions
First-exit times of an inverse Gaussian process
A random number generator based on unpredictable chaotic functions
A multi-scale synthetic eddy method for generating inflow data for LES
Probability density estimation in stochastic environmental models using reverse representa\-tions
Geometric inhomogeneous random graphs
Explicit Kronecker-Weyl theorems and applications to prime number races
Influence diagnostics in generalized symmetric linear models
A new measure of association for bivariate survival data
On the density of log-spot in the Heston volatility model
On random variate generation when only moments of Fourier coefficients are known
Binary decompositions of probability densities and random-bit simulation
Law of the first passage triple of a spectrally positive strictly stable process
Taming reluctant random walks in the positive quadrant
A mixture representation of the Linnik distribution
Quasi-Monte Carlo algorithms for unbounded, weighted integration problems
Automated rejection sampling from product of distributions
Analytic and asymptotic properties of generalized Linnik probability densities
Fast Bayesian estimation for VARFIMA processes with stable errors
A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications
The effects of nutrient chemotaxis on bacterial aggregation patterns with non-linear degenerate cross diffusion
On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation

Uses Software

spatial

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