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Atkinson, A. C.

The simulation of generalized inverse Gaussian and hyperbolic random variables. (English) Zbl 0489.65008

SIAM J. Sci. Stat. Comput. 3, 502-515 (1982).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0489.65008

Cited in 1 Review
Cited in 15 Documents

MSC:

65C10 Random number generation in numerical analysis

Keywords:

generalized inverse Gaussian random variable; hyperbolic random variable; pseudorandom variable; rejection algorithm; simulation
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