scientific article; zbMATH DE number 4109918

zbMATH Open0677.65002MaRDI QIDQ3833481FDOQ3833481

Authors

Publication date 1988

zbMATH Keywords

Monte Carlo methodsrandom number generationequicorrelated random variables

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cited In (12)

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• A simple approach to the generation of uniformly distributed random variables with prescribed correlations
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• Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution
• Power margin quality measures for correlated random variates derived from the normal distribution
• A simple generalization of the Box-Muller method for obtaining a pair of correlated standard normal variables
• Generation method of correlated non-Gaussian random variables
• Generating Correlation Matrices
• Generating correlated random variables for a simulation model
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