Universal methods for generating random variables with a given characteristic function
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Publication:5220818
DOI10.1080/00949655.2014.892108zbMath1458.65006OpenAlexW2037771885MaRDI QIDQ5220818
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2014.892108
Computational methods for problems pertaining to statistics (62-08) Characteristic functions; other transforms (60E10) Random number generation in numerical analysis (65C10)
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