Universal methods for generating random variables with a given characteristic function
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- A note on a universal random variate generator for integer-valued random variables
- An Automatic Method for Generating Random Variates with a Given Characteristic Function
- Short universal generators via generalized ratio-of-uniforms method
- Methods for generating random variates with Polya characteristic functions
- A simple universal generator for continuous and discrete univariate T-concave distributions
Cites work
- A note on a universal random variate generator for integer-valued random variables
- A note on generating random variables with log-concave densities
- A Note on the Generation of Random Normal Deviates
- A rejection technique for sampling from T -concave distributions
- A simple algorithm for generating random variates with a log-concave density
- A simple generator for discrete log-concave distributions
- A simple universal generator for continuous and discrete univariate T-concave distributions
- A universal generator for discrete log-concave distributions
- Adaptive Rejection Sampling for Gibbs Sampling
- Algorithms for Generating Discrete Random Variables with a Given Generating Function or a Given Moment Sequence
- An Automatic Method for Generating Random Variates with a Given Characteristic Function
- Generating generalized inverse Gaussian random variates
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 2002843 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
- On random variate generation when only moments of Fourier coefficients are known
- On the computer generation of random variables with a given characteristic function
- Random variate generation by numerical inversion when only the density is known
- Random variate generation for exponentially and polynomially tilted stable distributions
- Random variate generation for the generalized inverse Gaussian distribution
- Short universal generators via generalized ratio-of-uniforms method
- Simulation and Monte Carlo
- The ratio of uniforms approach for generating discrete random variates
- Transformed density rejection with inflection points
Cited in
(14)- Methods for generating random variates with Polya characteristic functions
- On the properties of a Takács distribution
- The tempered discrete Linnik distribution
- Simulating space-time random fields with nonseparable Gneiting-type covariance functions
- Tempered positive Linnik processes and their representations
- A numerical inversion of the bivariate characteristic function
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support
- An Automatic Method for Generating Random Variates with a Given Characteristic Function
- Short universal generators via generalized ratio-of-uniforms method
- The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula
- Goodness-of-Fit Testing for the Newcomb-Benford Law With Application to the Detection of Customs Fraud
- Generative Neural Networks for Characteristic Functions
- Estimation and goodness-of-fit testing for non-negative random variables with explicit Laplace transform
- A note on a universal random variate generator for integer-valued random variables
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