An automatic code generator for nonuniform random variate generation
Year of publication: |
2003
|
---|---|
Authors: | Leydold, Josef ; Derflinger, Gerhard ; Tirler, Günter ; Hörmann, Wolfgang |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 62.2003, 3, p. 405-412
|
Publisher: |
Elsevier |
Subject: | Nonuniform random variate generation | Universal algorithm | Automatic code generator | Transformed density rejection | Continuous distribution |
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