On simulation of random vectors by given densities in regions and on their boundaries
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Publication:4296384
DOI10.2307/3215247zbMath0804.65004MaRDI QIDQ4296384
Publication date: 15 January 1995
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215247
65C05: Monte Carlo methods
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
65C10: Random number generation in numerical analysis
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
11K45: Pseudo-random numbers; Monte Carlo methods
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