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Devroye L. — Generation of non-uniform random variates
Devroye L. — Generation of  non-uniform random variates

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Название: Generation of non-uniform random variates

Автор: Devroye L.

Язык: en

Рубрика: Математика/Численные методы/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1986

Количество страниц: 879

Добавлена в каталог: 26.02.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
2-3 tree      613
2-3 tree in discrete event simulation      747
Abramowitz, M.      297 302 391 415 678
Absolute continuity      172
Absolute value transformation      147
Absorbing Markov chain      757
Acceptance complement method for discrete distributions      116
Acceptance-complement method      75
Acceptance-complement method accelerated      78
Acceptance-complement method for Cauchy distribution      81 451
Acceptance-complement method for Poisson distribution      502
Acceptance-complement method for t distribution      446
Acceptance-complement method of Ahrens and Dieter      77 79
Acceptance-complement method squeeze principle for      78
Aceptance-complement method for nearly flat densities      79
Adaptive inversion method      38
Adaptive strip method      367
Adjacency list      669
Admissible algorithm      9
Admissible generator      9 10
Aflfl, A.A.      606
Aho, A.V.      90 92 214 372 669
Ahrens — Dieter generator for exponential distribution      397
Ahrens, J.H.      36 72 76 77 84 98 121 145 359 379 380 383 391 396 397 405 413 420 423 424 425 432 502 507 518 523 538 617
Aitchison, J.      594
Akima, H.      763
Alder, B.J.      372
Algorithm      2
Algorithm B2PE for beta distribution      305 309
Algorithm B4PE for beta distribution      305
Algorithm of Nijenhuis and Wilf for classical sampling      618
Ali, M.M.      578
Alias method algorithm      108
Alias method bit-based      777
Alias method set-up      109
Alias method with two tables      109
Alias-urn method      110
Almost-exact inversion method      133
Almost-exact inversion method for exponential distribution      134
Almost-exact inversion method for gamma distribution      137 139 141 145
Almost-exact inversion method for monotone densities      134
Almost-exact inversion method for normal distribution      135 380
Almost-exact inversion method for t distribution      143
Alternating series method      153
Alternating series method analysis of      154
Alternating series method exponential version of      154
Alternating series method for exponential distribution      158
Alternating series method for Kolmogorov — Smirnov distribution      162
Alternating series method for Raab — Green distribution      158
Analytic characteristic function      685
Ananthanarayanan, K.      359
Anderson — Darling statistic      168
Anderson, T.W.      168 716
Andrews, D.F.      326
Approximations for inverse of normal distribution function      36
Arc sine distribution      429 481
Arc sine distribution as the projection of a radially symmetric random vector      230
Arc sine distribution deconvolution method      239
Arc sine distribution polar method for      482
Arc sine distribution properties of      482
Archer, N.P.      687
Arfwedson, G.      497
Arfwedson’s distribution      497
Arnason, A.N.      432
Arnold, B.C.      482 583
Arnold, D.B.      592 656
Asau, Y.      96
Assessment of generators      8
Association      574 576 589
Asymmetric Kolmogorov — Smirnov statistics      167
Asymmetric mixtures      71
Asymptotic independence      760
Atkinson — Whittaker method for beta distribution      440 443
Atkinson, A.C.      121 379 380 404 432 439 440 443 480 502 505 507 518
Atkinson’s algorithm for Poisson distribution      518
Autocorrelation matrix      571
AVL tree in discrete event simulation      747
Avoidance problems      372
Avoidance problems grid method for      373
Baase, S.      214
Babu, A.J.G.      304 305 309 432
Badel, M.      571
Bailey, B.J.R.      36
Balanced binary search tree in discrete event simulation      746
Balanced parentheses      652
Ball-in-urn method      608 609
Ball-in-urn method for multinomial distribution      558
Ball-in-urn method for random bipartite graphs      671
Banks, J.      4 736
Barbu, G.      204
Barlow, R.E.      260 277 343 356 742
Barnard, D.R.      367
Barndorff-Nielsen, O.      329 330 478 483
Barnett, V      582
Barr, D.R.      566
Bartels, R.      458 459 460 462
Bartels’s bounds      460 461
Bartlett, M.S.      762
Bartlett’s kernel      762 765 767
Bartlett’s kernel inversion method for      767
Bartlett’s kernel order statistics method for      766
Bartlett’s kernel rejection method for      765
Barton, D.E.      168 519
Basu, D.      594
Batch method for exponential distribution      223
Beasley, J.D.      36
Beckman, R.J.      175
Bell, J.R.      236 380
Bendel, R.B.      606
Bene, B.      4
Bentley, J.L.      215
Berenson, M.X.      215 220
Bergstrom — Feller series for stable distribution      459 460 461
Bergstrom, H.      459 460
Berman, M.B.      416 420
Berman’s method analysis of      419
Berman’s method for beta distribution      418
Berman’s method for gamma distribution      419 420
Berman’s theorem      416
Bernoulli distribution      486 521
Bernoulli distribution properties of      689
Bernoulli generator      769
Bernoulli number      490 493 550
Bernoulli trial      521
Berry — Esseen theorem application of      225
Besag, J.E.      372
Bessel function      469
Bessel function distribution      469
Bessel function distribution type I      469
Bessel function distribution type II      469
Bessel function integral representation for      470
Bessel function modified      469
Bessel function of the first kind      473 755
Bessel function of the second kind      469
Best, D.J.      379 380 405 407 410 420 426 436 447 450 473 474 476
Best’s rejection method for gamma distribution      410
Beta distribution      428
Beta distribution algorithm B2PE for      305 309
Beta distribution algorithm B4PE for      305
Beta distribution algorithm BA for      438
Beta distribution algorithm BB for      438
Beta distribution algorithm BC for      439
Beta distribution as an IHR distribution      343
Beta distribution Atkinson — Whittaker method for      440 443
Beta distribution Berman’s method for      418
Beta distribution Cheng’s rejection method for      438
Beta distribution definition      7
Beta distribution Forsythe’s method for      432
Beta distribution inversion-rejection method for      339 347
Beta distribution Johnk’s method for      418 432 439
Beta distribution log-concavity of      287
Beta distribution of second kind      25
Beta distribution of the second kind      428 429 437 444
Beta distribution properties of      416 428 429
Beta distribution rejection method for      432
Beta distribution relation to binomial distribution      536
Beta distribution relation to Cauchy distribution      429
Beta distribution relation to Dirichlet distribution      595
Beta distribution relation to F distribution      429
Beta distribution relation to gamma distribution      429 432 595
Beta distribution relation to multivariate Pearson II distribution      237
Beta distribution relation to multivariate Pearson VII distribution      238
Beta distribution relation to order statistics      17
Beta distribution relation to Pearson VI distribution      429
Beta distribution relation to Snedecor distribution      429
Beta distribution relation to t distribution      429
Beta distribution relation to uniform distribution on unit sphere      227
Beta distribution relation to uniform order statistics      210 431
Beta distribution relation to z distribution      330
Beta distribution shape of      428
Beta distribution strip method for      432
Beta distribution uniform order statistics method for      431
Beta distribution universal method for      432
Beta distribution with one or two parameters less than one      439
Beyer, W.H.      245
Bhagavan, B.K.      571
Bhattacharjee, G.P.      678
Bhattacharyya, B.C.      482
Bignami, A.      74
Binary search tree      89 613
Binary search tree in discrete event simulation      747 748
Binary search tree inorder traversal of      89
Binary search tree nearly optimal      94
Binary search tree set-up of      90
Binary tree equivalent      652
Binary tree inorder traversal of      653
Binary tree representation of      652
Binary tree similar      652
Binet’s series      491 497
Binet’s series for the log-gamma function      491
Binomial distribution      486 496 520
Binomial distribution coin flip method for      524
Binomial distribution convergence to normal distribution      526
Binomial distribution definition      84
Binomial distribution first waiting time method for      525
Binomial distribution first waiting time property      522
Binomial distribution generating function of      521
Binomial distribution genesis      521
Binomial distribution inequalities for      527 544
Binomial distribution inversion method for      524
Binomial distribution properties of      497 521 526
Binomial distribution recursive method for      523 536 537 545
Binomial distribution rejection method for      115 523 526 529 533 543
Binomial distribution relation to beta distribution      536
Binomial distribution relation to geometric distribution      522
Binomial distribution relation to hypergeometric distribution      545
Binomial distribution relation to Poisson distribution      543
Binomial distribution second waiting time method for      525
Binomial distribution second waiting time property      522
Binomial distribution sequential search method for      89
Binomial distribution splitting algorithm for      527
Binomial distribution table method for      523
Binomial distribution universal rejection method for      495
Bipartite graph      671
Birth and death process      755
Bisection method      32 38
Bisection method analysis      38
Bit vector      613
Bivariate dependence      576
Bivariate distributions transformations of      577
Bivariate exponential distribution      583 584
Bivariate exponential distribution of Johnson and Tenenbein      585 591
Bivariate exponential distribution of Lawrance and Lewis      585
Bivariate exponential distribution of Marshall and Olkin      585
Bivariate exponential distribution of Moran      585
Bivariate exponential distribution trivariate reduction for      592
Bivariate extreme value distribution      563
Bivariate gamma distribution      586
Bivariate gamma distribution composition method for      587
Bivariate gamma distribution trivariate reduction for      587 588
Bivariate geometric distribution trivariate reduction for      592
Bivariate Hermite distribution      592
Bivariate multinormal distribution      566
Bivariate normal distribution      581
Bivariate Poisson distribution      592
Bivariate Poisson distribution trivariate reduction for      592
Bivariate uniform distribution      576 578 589
Bivariate Weibull distribution trivariate reduction for      592
Black box method      286
Black box method for characteristic function      696
Black box method for log-concave densities      290
Blaesild, P.      478
Blum, M.      431
Bolshev, L.N.      25 136 144 518
Bondesson, L.      458
Boole’s rule      701
Bootstrap estimate      766
Borel — Tanner distribution      520
Boswell, M.T.      4 759
Bounded densities      43
Bounded densities grid method for      376
Bounded densities inversion-rejection method for      332
Bounded densities rejection method for      43
Bounded densities strip method for      360
Bounded monotone densities inversion-rejection method for      345
Box — Muller method for normal distribution      235
Box, G.E.P.      206 235 380
Boyett, J.M.      608
Bratley, P.      4 29 251 736 767
Bray, T.A.      359 380 383 388 392 397
Brent, R.      295
Brent, R.P.      121 380
Brown, G.W.      457
Bryson, M.C.      603 604
Bucket searching      215 218
Bucket sorting      215 219
Bucket sorting analysis of      216 224
Bucket structure      613
Bucket structure in discrete event simulation      743 744 745
Burr distribution      476 477
Burr distribution inversion method for      477
Burr family      476 477 685
Burr XII distribution      423 432 437
Burr XII distribution generator for      411
Burr, I.W.      476
Busy period of a queue      755
Butcher, J.C.      391
Butler, E.X.      763
Cacoullos, T.      446 452
Cacoullos’s theorem      452
Cannon, L.E.      106
Cantelli’s inequality      33
Car parking problem      372
Car parking problem search tree for      374
Carleman’s condition      684
Carlton, A.G.      24
Carson, J.S.      4 736
Catalan’s constant      120
Cauchy distribution      445 450
Cauchy distribution acceptance-complement method for      81 451
Cauchy distribution as a normal scale mixture      326
Cauchy distribution as a stable distribution      183 455
Cauchy distribution as dominating distribution      45
Cauchy distribution closure under addition      25
Cauchy distribution definition      7
Cauchy distribution inversion method for      29 450
Cauchy distribution Kronmal — Peterson generator for      82
Cauchy distribution polar method for      451
Cauchy distribution properties of      452
Cauchy distribution ratio-of-uniforms method for      201
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