An Automatic Method for Generating Random Variates with a Given Characteristic Function
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Publication:4723130
DOI10.1137/0146046zbMath0615.65002OpenAlexW2167176849MaRDI QIDQ4723130
Publication date: 1986
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0146046
Fourier transformsimulationconvexityrejection methodstable distributionexpected time complexityautomatic random number generationprobability inequations
Random number generation in numerical analysis (65C10) Computer aspects of numerical algorithms (65Yxx)
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