scientific article; zbMATH DE number 3954145
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Publication:3723577
algorithmblack-box methodscomplexitycomposition methodgeneration of non-uniform random variatesgrid methodsinversion methodmethodnon-uniform distributionorder statisticsrejectionsimulationstrip methods
Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99) Computing methodologies and applications (68U99) Operations research and management science (90B99) Mathematical economics (91B99)
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