Simulating bessel random variables

DOI10.1016/S0167-7152(02)00055-XzbMath1005.65008MaRDI QIDQ1613075

Luc P. Devroye

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

algorithmssimulationBessel distributionexpected time analysismodified Bessel functionMonte-Carlo methodprobability inequalitiesrandom variate generationrejection method

Mathematics Subject Classification ID

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• Automatic sampling with the ratio-of-uniforms method
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• On the Bessel distribution and related problems

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