On random variate generation when only moments of Fourier coefficients are known

DOI10.1016/0378-4754(89)90054-2MaRDI QIDQ1123530zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

momentsestimationFourier seriesrandom variate generationFourier coefficientacception/rejectionnumbers of iterationseries method for random numbers

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Software, source code, etc. for problems pertaining to statistics (62-04)

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• A fast procedure for generating normal random variables
• An Automatic Method for Generating Random Variates with a Given Characteristic Function
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• Computer methods for efficient sampling from largely arbitrary statistical distributions
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• On convergence and growth of partial sums of Fourier series
• On the computer generation of random variables with a given characteristic function
• On the pointwise convergence of Fourier series
• On the use of probability inequalities in random variate generation
• The Carleson-Hunt theorem on Fourier series
• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
• What is the Laplace Transform?

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

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