Abstract
It is well known that the generation of random vectors with non-independent components is difficult.
Nevertheless, we propose a new and very simple generation algorithm
for multivariate linear densities over point-symmetric domains.
Among other applications it can be used to design a simple decomposition-rejection algorithm for multivariate
concave distributions.
Nevertheless, we propose a new and very simple generation algorithm
for multivariate linear densities over point-symmetric domains.
Among other applications it can be used to design a simple decomposition-rejection algorithm for multivariate
concave distributions.
| Originalsprache | Englisch |
|---|---|
| Titel des Sammelwerks | Advancing the Frontiers of Simulation: A Festschrift in Honor of George Samuel Fishman |
| Herausgeber*innen | Alexopoulos, C., Goldsman, D. and Wilson, J. R. |
| Erscheinungsort | New York |
| Verlag | Springer |
| Seiten | 143 - 152 |
| Publikationsstatus | Veröffentlicht - 1 Dez. 2009 |