Exact Sampling from a Continuous State Space
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Publication:4255146
DOI10.1111/1467-9469.00116zbMath0921.62020OpenAlexW2111801929MaRDI QIDQ4255146
Duncan J. Murdoch, Peter J. Green
Publication date: 10 August 1999
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00116
Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Random number generation in numerical analysis (65C10)
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