Universal methods for generating random variables with a given characteristic function
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00949655.2014.892108
Reference30 articles.
1. Automatic Nonuniform Random Variate Generation
2. Non-Uniform Random Variate Generation
3. Random variate generation by numerical inversion when only the density is known
4. A simple algorithm for generating random variates with a log-concave density
5. A note on generating random variables with log-concave densities
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