A general framework for approximate sampling with an application to generating points on the boundary of bounded convex regions

DOI10.1111/1467-9574.00067zbMath0961.60503MaRDI QIDQ4259393

H. Edwin Romeijn

Publication date: 17 May 2001

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00067

zbMATH Keywords

simulation; random variable generation

Mathematics Subject Classification ID

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

65C10: Random number generation in numerical analysis

60J27: Continuous-time Markov processes on discrete state spaces

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Uses Software

• simannf90