TES: A Class of Methods for Generating Autocorrelated Uniform Variates

DOI10.1287/ijoc.3.4.317zbMath0764.65002OpenAlexW2112785626MaRDI QIDQ4015418

Benjamin Melamed

Publication date: 11 February 1993

Published in: ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.3.4.317

zbMATH Keywords

random number generationMarkovian structurecorrelated uniform variatesTES methodtransform-expand-sample methods

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (11)

Conditions for finite moments of waiting times in \(G/G/1\) queues ⋮ Descriptors of arrival-process burstiness with application to the discrete Markovian arrival process ⋮ MARM processes. II: The empirically-based subclass ⋮ MARM processes. I: General theory ⋮ TEMPORAL SHAPING OF SIMULATED TIME SERIES WITH CYCLICAL SAMPLE PATHS ⋮ A sensitivity study on the bootstrap confidence interval of the capability indexC_pm ⋮ Approximations for the departure process of the G/G/1 queue with Markov-modulated arrivals ⋮ Simulation input data modeling ⋮ Generating pseudo-random time series with specified marginal distributions ⋮ Autoregressive to anything: Time-series input processes for simulation ⋮ Regenerative simulation of TES processes

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