Ziggurat

swMATH10535MaRDI QIDQ22494FDOQ22494

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Cited In (46)

• Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making
• A two-dimensional backward heat problem with statistical discrete data
• Unreliability of available pseudorandom number generators
• A modified ziggurat algorithm for generating exponentially and normally distributed pseudorandom numbers
• Title not available (Why is that?)
• Deterministic sampling from uniform distributions with Sierpiński space-filling curves
• Monte Carlo simulation of electron dynamics in liquid water
• Numerical distribution functions for seasonal unit root tests
• Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk
• Fast simulation of truncated Gaussian distributions
• Efficient,Flexible,and Constant-Time Gaussian Sampling Hardware for Lattice Cryptography
• A simple method for generating gamma variables
• An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems
• Boltzmann samplers for first-order differential specifications
• A quasi-Monte Carlo implementation of the ziggurat method
• Fast Discretized Gaussian Sampling and Post-quantum TLS Ciphersuite
• Integrated deterministic and stochastic simulation of electronic circuits: Application to large signal-noise analysis
• An introduction to statistical computing. A simulation-based approach
• Fast Monte Carlo Simulation Methods for Biological Reaction-Diffusion Systems in Solution and on Surfaces
• Simulation of thep-generalized Gaussian distribution
• Smart sampling and incremental function learning for very large high dimensional data
• Numerical simulation of stochastic PDEs for excitable media
• Exploration of digital-filter and forward-stepwise synthetic turbulence generators and an improvement for their skewness-kurtosis
• On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls
• Approximate Solutions of Inverse Problems for Nonlinear Space Fractional Diffusion Equations with Randomly Perturbed Data
• Sampling Some Truncated Distributions Via Rejection Algorithms
• Differential evolution for noisy multiobjective optimization
• Brownian approximation and Monte Carlo simulation of the non-cutoff Kac equation
• Random numbers from the tails of probability distributions using the transformation method
• SDELab: A package for solving stochastic differential equations in MATLAB
• Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data
• Determination of minimum required damping in stochastic following seas modeled by using Gaussian white noise
• A goodness-of-fit test for copulas based on the collision test
• An efficient implementation of a least squares Monte Carlo method for valuing American-style options
• Generation of discrete random variables in scalable frameworks
• Efficient generation of exponential and normal deviates
• Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation
• Pricing of derivatives on mean-reverting assets
• Polar sampler: a novel Bernoulli sampler using polar codes with application to integer Gaussian sampling
• Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables
• Valuation of life insurance surrender and exchange options
• Solving Random Ordinary Differential Equations on GPU Clusters using Multiple Levels of Parallelism
• Maximum likelihood estimation for the tensor normal distribution: Algorithm, minimum sample size, and empirical bias and dispersion
• LSRN: A parallel iterative solver for strongly over- or underdetermined systems
• Detection and estimation of additive outliers in seasonal time series
• Sampling exactly from the normal distribution

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