On random variate generation when only moments of Fourier coefficients are known
From MaRDI portal
Publication:1123530
DOI10.1016/0378-4754(89)90054-2zbMath0677.65007OpenAlexW2071702076MaRDI QIDQ1123530
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
momentsestimationFourier seriesFourier coefficientrandom variate generationacception/rejectionnumbers of iterationseries method for random numbers
Software, source code, etc. for problems pertaining to statistics (62-04) Random number generation in numerical analysis (65C10)
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