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Devroye L. — Non-Uniform Random Variate Generation
Devroye L. — Non-Uniform Random Variate Generation



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Название: Non-Uniform Random Variate Generation

Автор: Devroye L.

Аннотация:

The books gives several methods of generating random variables for various statistical distributions. It is mathematically rigorous and very detailed.


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1986

Количество страниц: 843

Добавлена в каталог: 11.07.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Probability vector      83
Projection method      572
Proportional squeeze method      57
Proportional squeeze method, application of      63
Proportional squeezing      56
Proschan, F.      260 277 343 356 742
Prufer's construction      662 663
Quantile      5
Quasi-empirical method of Bratley, Fox and Schrage      767
Quenouille, M.H.      488
Queueing system      735 755
Quick acceptance step      54
Quick elimination algorithm for generating the maximum      676
Quick elimination algorithm, analysis of      676
Quick elimination principle      675
Quick-and-dirty estimate      763
Quicksort      214
Raab — Green density      147
Raab — Green distribution, alternating series method for      158
Raab — Green distribution, improved alternating series method for      160
Raab, D.H.      158
Rabinowitz, M.      215 220
Rabinowitz, P.      701 704
Radial transformations      229
Radially symmetric distributions      225
Radially symmetric distributions, Johnson — Ramberg method for      237
Radially symmetric distributions, properties of      227
Rahman, NA.      24
Ramage, J.G.      379 380 383 390 391 446 454
Ramberg, J.S.      215 237 244 482 483 587 592
Random $R \times C$ table      608
Random $R \times C$ table, conditional distribution method for      610
Random binary search tree      649 650
Random binary search tree, height of      651
Random binary tree      652
Random binary tree, decoding method for      657
Random binary tree, rejection method for      655
Random binary tree, sequential sampling for      656 657
Random bipartite graph      671
Random bipartite graphs, ball-in-urn method for      671
Random bit model      768
Random codeword      659
Random combinatorial objects      642
Random connected graph, rejection method for      669
Random correlation matrix      605
Random cubic graph      672
Random free tree      662 663
Random free tree with given number of nodes and leaves      666
Random graph      667
Random graph, rejection method for      672
Random heap      651
Random labeled free tree      663
Random orthogonal matrix      606 607
Random orthonormal matrix      607
Random partition      658 659
Random partition of integers      661
Random partition, coding function for      661
Random partition, recurrence-based method for      660
Random permutation      612 644 648
Random permutation, decoding method for      644
Random permutation, Robson's decoding method for      648
Random permutation, swapping method for      646
Random r-regular graph      672
Random rooted tree      658
Random rotation      607
Random sampling      611
Random string      673
Random string of balanced parentheses, sequential sampling for      657
Random subset, recurrence-based method for      647
Random sum      487
Random trie      651
Random uniform rotation      607
Random unlabeled free tree      666
Random variable      5
Random variate      2
Random vector      6
Random walk      470 654 749
Random walk, first return to origin      754
Random walk, properties of      751 752
Range of a uniform sample      213
Rank correlation      574
Rate function      250
Rate function, cyclic      256
Rate function, log-linear      259
Rate function, log-quadratic      259
Rate function, piecewise constant      259
Ratio of gamma random variables      428
Ratio-of-uniforms method      194
Ratio-of-uniforms method for Cauchy distribution      201
Ratio-of-uniforms method for exponential distribution      200
Ratio-of-uniforms method for gamma distribution      203 406
Ratio-of-uniforms method for normal distribution      199 380
Ratio-of-uniforms method for t distribution      200 204 446
Ratio-of-uniforms method for t3 distribution      202 449
Ratio-of-uniforms method with two-sided squeezing      197
Ratio-of-uniforms method, algorithm      196
Ratio-of-uniforms method, analysis of      204
Rayleigh distribution      176 469
Rayleigh distribution, inversion method for      29
Rayleigh distribution, relation to normal distribution      240 381
Record      649
Record time method for generating the maximum      679 680
Rectangle-wedge-tail method for exponential distribution      397
Rectangle-wedge-tail method for normal distribution      380
Rectangle-wedge-tail method, analysis of      399
Rectangular rule      700
Recurrence for combinatorial objects      646
Recurrence-based method for random partition      660
Recurrence-based method for random subset      647
Recursive generator      181
Recursive method for binomial distribution      523 536 537 545
Recursive method for Poisson distribution      518
Recursive methods based upon representations      180
Recycling random variates      58
Reeves's model      738 740
Reeves's model, analysis of      741 744 745 748
Reeves, C.M.      737 741 743 747
Regenerative phenomena      749
Regula falsi method      33
Regular density      719
Rejection constant      42
Rejection method for Bartlett's kernel      765
Rejection method for beta distribution      432
Rejection method for binomial distribution      115 523 526 529 533 543
Rejection method for bounded densities with compact support      43
Rejection method for characteristic function      697
Rejection method for discrete normal distribution      117
Rejection method for discrete random variates      113
Rejection method for exponential power distribution      302
Rejection method for Fejer — de la Vallee Poussin density      187
Rejection method for first return to origin in random walk      754
Rejection method for first-passage-time in M/M/1 queue      757
Rejection method for gamma distribution      48 132 304 405 415 419 426
Rejection method for generalized inverse gaussian distribution      479 480
Rejection method for hyperbolic distribution      483
Rejection method for hyperbolic secant distribution      472
Rejection method for hypergeometric distribution      545
Rejection method for Lipschitz densities      63
Rejection method for log-concave densities      291 292 298 301
Rejection method for logarithmic series distribution      546 549
Rejection method for logistic distribution      471
Rejection method for matching distribution      520
Rejection method for monotone discrete distributions      115
Rejection method for multivariate distributions      557
Rejection method for nearly fiat densities      80
Rejection method for normal distribution      44 45 380 391
Rejection method for order statistics      221
Rejection method for order statistics, analysis of      222
Rejection method for Perks distribution      472
Rejection method for Poisson distribution      502 511 518
Rejection method for random binary tree      655
Rejection method for random connected graph      669
Rejection method for random graph      672
Rejection method for Stacy's generalized gamma distribution      423
Rejection method for symmetric beta distribution      60 193 434
Rejection method for symmetric binomial distribution      539
Rejection method for t distribution      446 447 450
Rejection method for tail of the Cauchy distribution      453
Rejection method for tail of the gamma density      421 422 425
Rejection method for truncated gamma distribution      166
Rejection method for uniform distribution in unit circle      233
Rejection method for uniform distribution on hypersphere      231
Rejection method for uniform distribution on unit circle      235
Rejection method for von Mises distribution      473 476
Rejection method for Zipf distribution      550
Rejection method in avoidance problems      372
Rejection method in sequential sampling      621 631 634
Rejection method with recycling      59
Rejection method, bit-based      770
Rejection method, definition      42
Rejection method, development of      43
Rejection method, generalization of      49 60
Rejection method, optimization of      62 512
Rejection method, properties      42
Rejection method, Sibuya's modified      62
Rejection method, Vaduva's generalization of      47
Rejection method, validation      40
Reliability theory      260
Relies, D.A.      523 538
Renyi, A.      373 574 589 668
Representations of densities as integrals      171
Reservoir sampling      638 639
Reservoir sampling with geometric jumps      640
Residual density      382 385
Residual life density      330
Residual life density, inequalities for      330
Residual life density, universal rejection method for      330
Restricted density      67
Rezucha, I.      620 624
Rider, P.R.      24
Riemann integrability      362
Riemann integrable densities, grid method for      377
Riemann integrable densities, strip method for      362
Riemann zeta function      550
Ripley, B.D.      4 84 372 374 473
Rippy, D.V.      571
Rivest, R.L.      431
Roach, S.A.      733
Robbins, H.      373
Robertson, I.      203
Robinson, C.L.      648
Robson's decoding method for random permutation      648
Robson, J.M.      648
Robust scale estimate      763
Rogers, C.A.      688
Rogozin, B.A.      496
Roll, R.      458
Ronning, G.      588
Rosenblatt, M.      171 762
Rotation      563
Roy, M.K.      150
Royden, H.L.      686 687
Royden,H.      172
Rubin, P.A.      570
Rubinstein, R.Y.      3 4 232 243 567 570
Rumpf, D.L.      261
Ruskey, F.      657
Ryan, T.P.      606
Sahai, H.      4
Sahler, W.      168
Sakasegawa, H.      380
Sample independence      760
Sample indistinguishability      763
Sampling without replacement      544 611
Sampson, A.      574 575 576 589 590
Sargent, R.G.      737 743 747
Sarmanov, O.V.      574
Satterthwaite, S.P.      600 602
Savage, I.R.      322
Saxe, J.B.      215
Scale mixture      557
Scale parameter      7
Scheffe's lemma      760
Scheffe's theorem      575 590 760
Scheffe, H.      590 760
Scheuer, E.M.      566
Schmeiser, B.W.      4 84 304 305 308 309 426 432 482 483 502 507 545 562 571 587 588 591
Schonhage, A.      431
Schrage, L.E.      4 29 251 736 767
Schreck, H.      657
Schucany, W.R.      145 215
Schur convexity      774
Schuster, E.F.      392
Search tree in car parking problem      374
Secant method      33 38
Secant method, convergence of      36
Second waiting time method for binomial distribution      525
Seidel, R.      571
Seigerstetter, J.      473
Selection sort      217
Sequential sampling      619
Sequential sampling for random binary tree      656 657
Sequential sampling for random string of balanced parentheses      657
Sequential sampling, ghost point method in      626 628
Sequential sampling, ghost sample method in      621 626
Sequential sampling, inversion method in      621 624
Sequential sampling, rejection method in      621 631 634
Sequential sampling, spacings method for      621
Sequential search method      85
Sequential search method for binomial distribution      89
Sequential search method for Poisson distribution      86
Sequential search method, Kemp's improvement of      86
Sequential search method, reorganization of      88
Sequential search method, sequential search      776
Sequential test method      279
Sequential test method for geometric distribution      280
Sequential test method for logarithmic series distribution      282
Sequential test method, analysis of      279
Series method      151
Series method for characteristic functions      709
Series method for characteristic functions with compact support      713
Series method for Erdos — Kac distribution      170
Series method for exponential distribution      168
Series method for normal distribution      169 380
Series method for symmetric stable distribution      465 466 467
Series method for very smooth densities      700
Series method, based upon numerical integration      709
Seshadri, V.      518
Set-up time      8 9 10
Severo — Zelen approximation      136
Severo, N.C.      4
Shanthikumar, J.G.      279 280 281 283 284
Shape parameter      7
Shedler, G.S.      251 253 256 259 261 264
Shohat, J .A.      682 685 686
Shorrock, R.W.      120
Shuster, J.      148
Sibson, R.      372 374
Sibuya's modified rejection method      62
Sibuya, M.      62 232 380 396 553 631
Simon, H.A.      553
Simple distribution      8
Simple random variable      8
simplex      207 568 593
Simpson's rule      701
Simulation of sum      716
Singular distribution      571
Sivazlian, B.D.      596 598 599
Skewness-kurtosis plane      484 688
Sleep, M.R.      656
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