scientific article; zbMATH DE number 4109918

zbMATH Open0677.65002MaRDI QIDQ3833481FDOQ3833481

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Publication date: 1988

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

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zbMATH Keywords

Monte Carlo methodsrandom number generationequicorrelated random variables

Mathematics Subject Classification ID

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

Cited In (12)

• Title not available (Why is that?)
• 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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