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 Cited in 1 ReviewCited 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 × Cite Format Result Cite Review PDF Full Text: DOI