Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes

DOI10.1007/S10479-009-0567-7zbMATH Open1268.65005OpenAlexW2170578593MaRDI QIDQ666374FDOQ666374

Authors: Shmuel Onn, Ishay Weissman 

Publication date: 8 March 2012

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-009-0567-7

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zbMATH Keywords

Pickands dependence functionsimplextriangulationconvex polytopemultivariate extreme value distributionrandom number generatorsuniform spacingsrandom vector generation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

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• Statistics of Extremes
• Simulation and the Monte Carlo Method
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• On a Class of Problems Related to the Random Division of an Interval
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• Mathematical models for systems reliability.
• A log log law for maximal uniform spacings

Cited In (7)

• Consensus-based optimization for multi-objective problems: a multi-swarm approach
• Evolutionary game theory in mixed strategies: from microscopic interactions to kinetic equations
• The restrictiveness of the hazard rate order and the moments of the maximal coordinate of a random vector uniformly distributed on the probability \(n\)-simplex
• A fast algorithm for generating a uniform distribution inside a high-dimensional polytope
• CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS
• Conditional distribution inverse method in generating uniform random vectors over a simplex
• PI-type fully symmetric quadrature rules on the 3-, \dots, 6-simplexes

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