scientific article; zbMATH DE number 4046935

zbMATH Open0642.65002MaRDI QIDQ3783397FDOQ3783397

Authors: A. J. Lawrance, Peter A. W. Lewis 

Publication date: 1982

Title of this publication is not available (Why is that?)

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zbMATH Keywords

random variablesstochastic systemsexponential, uniform, gamma, and mixed exponential marginal distributionsfirst-order, linear autoregressive, Markovian processes

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited In (11)

• Simulation of weibull and gamma autoregressive stationary process
• Generation of a random sequence having a jointly specified marginal distribution and autocovariance
• Autoregressive processes with normal-Laplace marginals
• Generalized normal-Laplace AR process
• Title not available (Why is that?)
• Title not available (Why is that?)
• Markovian chi-square and gamma processes
• Title not available (Why is that?)
• Random variables generated by ranks in dependent schemes.
• Mittag-Leffler process
• \(\alpha\)-Laplace processes

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