Coupled Samples in Simulation

DOI10.1287/opre.38.1.115zbMath0704.65003OpenAlexW1963687814MaRDI QIDQ3484245

Luc P. Devroye

Publication date: 1990

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.38.1.115

zbMATH Keywords

simulationmetric entropyrejection methodoptimal couplingfinite metric entropygeneration of random variablescoupled samplesfamilies of densitiesgeneration of samplesPascal like algorithms

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (4)

Maximal coupling rare perturbation analysis with a random horizon ⋮ Intersections with random geometric objects ⋮ On the effect of density shape on the performance of its kernel estimate ⋮ Maximal coupling and rare perturbation sensitivity analysis

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