An algorithm for Brownian zeroes

DOI10.1007/BF02243079MaRDI QIDQ786461zbMATH OpenOpenAlexFDO

Authors Donald E. Knuth

Publication date 1984

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02243079

zbMATH Keywords

random function generationreflection principle

Mathematics Subject Classification ID

Brownian motion (60J65) Random number generation in numerical analysis (65C10)

Cites work

• Holder Conditions for Realizations of Gaussian Processes
• scientific article; zbMATH DE number 3585754 (Why is no real title available?)
• scientific article; zbMATH DE number 3052578 (Why is no real title available?)

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