TES: A Class of Methods for Generating Autocorrelated Uniform Variates
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Publication:4015418
DOI10.1287/ijoc.3.4.317zbMath0764.65002MaRDI QIDQ4015418
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
random number generation; Markovian structure; correlated uniform variates; TES method; transform-expand-sample methods
65C10: Random number generation in numerical analysis
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