Generating autocorrelated pseudo-random numbers with specific distributions

DOI10.1080/00949658108810463zbMath0453.65002OpenAlexW1971882342MaRDI QIDQ3900900

V. Chris Lakhan

Publication date: 1981

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658108810463

zbMATH Keywords

model parameterizationautocorrelated pseudo-random numbersinverse transformation table methodsnormal generating functionnormal, uniform, Rayleigh, and exponential distributions

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (5)

Extreme values of exponentially autocorrelated sequences ⋮ Computer experiments for the analysis of extreme-value phenomena ⋮ Two methods of conjoint summands of generating bivariate and trivariate normal pseudo-random numbers ⋮ A method to generate autocorrelated uniform random numbers ⋮ Generating pseudo-random time series with specified marginal distributions

Cites Work

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• A Note on the Generation of Random Normal Deviates
• Normal Random Numbers: Using Machine Analysis to Choose the Best Algorithm

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