On random variate generation when only moments of Fourier coefficients are known
DOI10.1016/0378-4754(89)90054-2zbMATH Open0677.65007OpenAlexW2071702076MaRDI QIDQ1123530FDOQ1123530
Authors: Luc Devroye 
Publication date: 1989
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-4754(89)90054-2
Recommendations
- An approach via the central limit theorem to randomization of Fourier’s transform
- On vector-valued random Fourier series
- scientific article; zbMATH DE number 2172941
- scientific article
- Random variate generation by numerical inversion when only the density is known
- Publication:4486229
- scientific article; zbMATH DE number 1522685
- Random Fourier series with dependent random variables
momentsestimationFourier seriesrandom variate generationFourier coefficientacception/rejectionnumbers of iterationseries method for random numbers
Random number generation in numerical analysis (65C10) Software, source code, etc. for problems pertaining to statistics (62-04)
Cites Work
- On the computer generation of random variables with a given characteristic function
- Computer Generation of Distributions on the m-Sphere
- Title not available (Why is that?)
- Computer methods for efficient sampling from largely arbitrary statistical distributions
- Title not available (Why is that?)
- Methods for generating random variates with Polya characteristic functions
- On convergence and growth of partial sums of Fourier series
- Title not available (Why is that?)
- What is the Laplace Transform?
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A fast procedure for generating normal random variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- Grid methods in simulation and random variate generation
- Title not available (Why is that?)
- An Automatic Method for Generating Random Variates with a Given Characteristic Function
- The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
- On the pointwise convergence of Fourier series
- The Carleson-Hunt theorem on Fourier series
- Everywhere divergent Fourier series
- Equiconvergence and Almost Everywhere Convergence of Hermite and Laguerre Series
- On the use of probability inequalities in random variate generation
Cited In (10)
- Renewal sums under mixtures of exponentials
- On Approximating the Distribution of Random Distances Within and Between Certain Regions of Space
- A note on a universal random variate generator for integer-valued random variables
- On Global Costs and Nyquist's Theorem in Random Variate Generation
- Complexity Questions in Non-Uniform Random Variate Generation
- A Simulation Approach to Nonparametric Empirical Bayes Analysis
- Sampling nested Archimedean copulas
- Universal methods for generating random variables with a given characteristic function
- An Automatic Method for Generating Random Variates with a Given Characteristic Function
- On approximating the distribution of indefinite quadratic forms
This page was built for publication: On random variate generation when only moments of Fourier coefficients are known
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1123530)
