scientific article; zbMATH DE number 48074
From MaRDI portal
Publication:3999136
algorithmsmonographMonte Carlo methodsnon-uniform univariate and multivariate distributionsrandom number generationsimulationtesting
Pseudo-random numbers; Monte Carlo methods (11K45) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic models, generic numerical methods in probability and statistics (65C20)
Cited in
(22)- A 1-1 poly-t random variable generator with application to Monte Carlo integration
- Monte-Carlo evaluation of multivariate normal probabilities
- Linear regression estimators for multinormal distributions in optimization of stochastic programming problems
- On number-theoretic method in statistics simulation
- Two-stage stochastic problems with correlated normal variables: computational experiences
- Generating random numbers in \textit{Mathematica}
- A parallel implementation of an O^(n^4) volume algorithm
- A novel series expansion for the multivariate normal probability integrals based on Fourier series
- scientific article; zbMATH DE number 3930307 (Why is no real title available?)
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 3956302 (Why is no real title available?)
- scientific article; zbMATH DE number 3976122 (Why is no real title available?)
- scientific article; zbMATH DE number 41077 (Why is no real title available?)
- Computational results of an \(O^{\ast }(n^{4})\) volume algorithm
- scientific article; zbMATH DE number 1220657 (Why is no real title available?)
- Stochastic Integration Rules for Infinite Regions
- scientific article; zbMATH DE number 1942835 (Why is no real title available?)
- scientific article; zbMATH DE number 1985697 (Why is no real title available?)
- scientific article; zbMATH DE number 2002843 (Why is no real title available?)
- Portfolio choice models based on second-order stochastic dominance measures: an overview and a computational study
- Modern algorithms of simulation for getting some random numbers
- Some remarks on the efficient algorithms of numerical statistical simulation
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3999136)