Simulation of a pairwise correlated stream of random events

zbMATH Open0731.65003MaRDI QIDQ808147FDOQ808147

E. G. Novikov, V. V. Apanasovich

Publication date: 1989

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

simulation algorithmsPoisson streamCox streampairwise correlated stream of random eventssimulation of random stream

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (1)

• Generation of crosscorrelated random processes

   Recommendations

• Generation of crosscorrelated random processes 👍 👎
• Fast poisson and binomial algorithms for correlationinduction^**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef: 👍 👎
• Noninverse correlation induction: Guidelines for algorithm development 👍 👎
• Generating multivariate correlated samples 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: Simulation of a pairwise correlated stream of random events

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808147)