On generation of elliptical distributions with Gaussian form covariance matrix

DOI10.1016/0016-0032(93)90016-NzbMath0817.65152OpenAlexW2025541308MaRDI QIDQ1338607

V. Pereyra

Publication date: 6 August 1995

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(93)90016-n

zbMATH Keywords

Monte Carlo methodelliptical distributionsKronecker productrandom vector generationvariance-covariance matrixtriangular decompositionelectromagnetic wave scatteringmultivariate Gaussian distributionmultivariate exponential distributionmultivariate Bessel distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Approximations to statistical distributions (nonasymptotic) (62E17) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

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• Further investigations of quantization in mean terrain height estimation
• A Geometrical method of constructing mulitvariate densities and some related inferential procedures
• Choosing a Point from the Surface of a Sphere

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