Noninverse correlation induction: Guidelines for algorithm development

DOI10.1016/0377-0427(90)90348-4zbMath0741.65006OpenAlexW1965466908MaRDI QIDQ1813816

Voratas Kachitvichyanukul, Bruce W. Schmeiser

Publication date: 25 June 1992

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(90)90348-4

zbMATH Keywords

correlationalgorithmcomputer simulationrandom number generationuniform random variablesexponential and beta distributionsrejection procedure

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

On the effect of inducted negative correlation rate for beta acceptance–rejection algorithms

Cites Work

• Fast poisson and binomial algorithms for correlationinduction^**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef:
• Variance Reduction Techniques for Digital Simulation
• A perspective on variance reduction in dynamic simulation experiments
• Beta Variate Generation via Exponential Majorizing Functions
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