Devroye L. — Generation of non-uniform random variates :: Электронная библиотека попечительского совета мехмата МГУ

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Devroye L. — Generation of non-uniform random variates

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Название: Generation of non-uniform random variates

Автор: Devroye L.

Язык:

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

Предметный указатель

Smirnov, N.V.      161 168
Smith, R.L.      215 220 568
Smoothing parameter      762
Snedecor distribution      429
Sobel, M.J.      749 755
Soni, R.P.      470 756
Sorensen, M.      329 330
Sorting      214
Sowey, E.R.      4
Spacings method for sequential sampling      621
Spacings method for uniform distribution on hypersphere      242
Spearman’s rho      574
Speed      8
Splitting algorithm for binomial distribution      527
Splitting algorithm for monotone densities      335
Springer, M.D.      11 25 469 562 685
Springer, S.G.      36
Square root method      565
Square root transformations      13
Squeeze method      54
Squeeze method analysis of      65
Squeeze method application of      57
Squeeze method for normal distribution      56
Squeeze method for symmetric beta distribution      64
Squeeze method for uniform distribution in unit circle      233
Squeeze principle      53
Squeeze principle application of      141
Squeeze principle for strip method      360
Srinivasan, R.      469
Stable distribution      454
Stable distribution closure under additions      455
Stable distribution convergence to      468
Stable distribution generator of Chambers, Mallows and Stuck for      185 459
Stable distribution inequalities for      461 463
Stable distribution integral representation for      185 459
Stable distribution inversion method for      458
Stable distribution Kanter’s method for      183 459
Stable distribution Levy’s representation for      454
Stable distribution polar representation for      455
Stable distribution properties of      183 184 185 455 456 457
Stable distribution representation for      183
Stable distribution with exponent      1/2 150
Stacy, E.W.      423
Stacy’s generalized gamma distribution      423
Stacy’s generalized gamma distribution rejection method for      423
Stacy’s generalized gamma distribution relation to gamma distribution      423
Stadlober, E.      10 77 446
Standard sequential sampling      619 620
Standish, T.A.      741 747
Steffensen, J.F.      338
Steffensen’s inequality      338
Stegun, I.A.      297 302 391 415 678
Steutel, F.W.      329
Stieltjes’s counterexample      694
Stirling number      658 660
Stirling number of the second kind      658
Stirling number recurrence for      659
Stirling’s series      490
Stoller, D.S.      566
Stopping time      50
Strip method      359
Strip method adaptive      367
Strip method analysis of      361 363
Strip method for beta distribution      432
Strip method for bounded densities      360
Strip method for gamma distribution      406
Strip method for Lipschitz densities      366
Strip method for monotone densities      362
Strip method for Riemann integrable densities      362
Strong, H.R.      104
Stuart, A.      182 420 423 596 678 691 694
Stuart’s theorem      182 420 423 596
Stuck, B.W.      184 185 459
Subbotin, M.T.      175
Suboptimal DDG tree algorithm      775
Sukhatme, P.V.      211
Sum of independent random variables      19 708 714 716
Sum of independent random variables convergence to stable law      734
Sum of independent random variables mixture method for      731
Sum of independent random variables naive method for      717
Sum of independent random variables simulation of      496
Sum of independent uniform random variables      21
Sum of uniform random variables      732
Sum of uniform random variables uniformly fast method for      735
Sum-of-uniforms method      204
Sup correlation      574
Survila, P.      720
Swapping method      612
Swapping method for random permutation      646
Symmetric beta distribution      193 433
Symmetric beta distribution analysis of      433
Symmetric beta distribution convergence to normal distribution      433
Symmetric beta distribution generators for      63 65
Symmetric beta distribution inequalities for      434 441 442
Symmetric beta distribution polar method for      437
Symmetric beta distribution rejection from normal density for      193
Symmetric beta distribution rejection method for      60 434
Symmetric beta distribution relation to t distribution      436 446
Symmetric beta distribution squeeze method for      64
Symmetric beta distribution Ulrich’s polar method for      437
Symmetric binomial distribution      538
Symmetric binomial distribution inequalities for      540
Symmetric binomial distribution rejection method for      539
Symmetric stable distribution      186 455
Symmetric stable distribution as a normal scale mixture      326
Symmetric stable distribution generator for      188
Symmetric stable distribution properties of      189
Symmetric stable distribution series method for      465 466 467
t distribution      10 445
t distribution acceptance-complement method for      446
t distribution almost-exact inversion method for      143
t distribution as a normal scale mixture      326
t distribution composition-rejection method for      446 453
t distribution convergence to normal distribution      447
t distribution discrete      497
t distribution inequalities for      203 447 448 453 454
t distribution inversion method for      445
t distribution properties      15
t distribution ratio-of-uniforms method for      200 204 446
t distribution rejection method for      446 447 450
t distribution relation to beta distribution      429
t distribution relation to F distribution      446
t distribution relation to gamma distribution      427 445 452
t distribution relation to multivariate Cauchy distribution      555
t distribution relation to symmetric beta distribution      436 446
t distribution table method for      446
t distribution with three degrees of freedom      37
t distribution with two degrees of freedom      407 408 429
t3 distribution      446
t3 distribution ratio-of-uniforms method for      202 449
Table look-up      102
Table look-up method      102
Table look-up method Marsaglia’s      106
Table look-up multilevel      106
Table method for binomial distribution      523
Table method for normal distribution      380
Table method for t distribution      446
Tadikamalla, P.R.      215 404 405 420 423 445 477 483 518
Tail of extreme value distribution inversion method for      276
Tail of log-concave densities      308
Tail of Rayleigh distribution inversion method for      29
Tail of the Cauchy distribution      453
Tail of the Cauchy distribution inversion method for      453
Tail of the Cauchy distribution rejection method for      453
Tail of the gamma density      420
Tail of the gamma density rejection method for      421 422 425
Tail of the normal distribution      681
Tail of the normal distribution Marsaglia’s method for      381
Tail of the normal distribution properties of      391
Takahasi, K.      558 600 602

Talacko, J.      287 471 472
Talbot, D.R.S.      372
Tamarkin, J.D.      682 685 686
Tanner, J.C.      520
Tanner, M.A.      607
Tapia, R.A.      763
Tarjan, R.E.      431
Tashiro, Y.      232
Taylor’s series      55
Taylor’s series for characteristic function      684
Taylor’s series for densities      698
Taylor’s series for logarithm      508
Taylor’s series for normal distribution      384
Teicher, H.      5 21 50 63 225
Teichroew, D.      391
Teichroew’s distribution      391
Tenenbein, A.      576 582 583 585 586 590 591
Teuhola, J.      617
Thinning method      264
Thinning method analysis of      264 266
Thinning method for discrete distributions      280
Thinning method for gamma distribution      277
Thinning method for Poisson processes      253 255
Thisted, R.A.      607
Thompson, J.R.      763
Tietjen, J.L.      175
Time series      571
Tinhofer, G.      657 669 670
Tinhofer’s graph generators      669
Tinhofer’s random graph generator      670
Titchmarsh, E.C.      550
Tiwari, R.C.      594
Toranzos, F.I.      482
Toranzos’s system      482
Transformation of a homogeneous Poisson process      257
Transformation of beta random variables      444
Transformations of random variables      11
Transition matrix      758
Translation parameter      7
Trapezoidal method for normal distribution      383 391
Trapezoidal rule      701
triangle      569
Triangular density      22 23
Triangular density inversion method for      29
Triangulation      570
Trie      104
Trigamma distribution      553
Trivariate reduction      587
Trivariate reduction for bivariate exponential distribution      592
Trivariate reduction for bivariate gamma distribution      587 588
Trivariate reduction for bivariate geometric distribution      592
Trivariate reduction for bivariate Poisson distribution      592
Trivariate reduction for bivariate Weibull distribution      592
Trivedi, K.S.      246
Trojanowski, A.E.      657
Truncated distributions      38
Truncated exponential distribution      401
Truncated extreme value distribution as an IHR distribution      343
Truncated gamma distribution rejection method for      166
Tsang, W.W.      359
Tucker, A.C.      91
Tukey, J.W.      136 457 482
Tukey’s lambda distribution      482
Tukey’s lambda distribution convergence to exponential distribution      483
Tukey’s lambda distribution convergence to logistic distribution      483
Tukey’s lambda distribution generalization of      482 483
Tukey’s lambda distribution properties of      483
Two-way contingency table      608
Ullman, J.D.      90 92 214 372 669
Ulrich, E.G.      571 747
Ulrich, G.      436
Ulrich’s polar method for symmetric beta distribution      437
Uniform distribution      732
Uniform distribution as a beta distribution      428
Uniform distribution as an NBUE distribution      742
Uniform distribution as the projection of a radially symmetric random vector      230
Uniform distribution characteristic function of      708
Uniform distribution definition      7
Uniform distribution distribution of midrange      24
Uniform distribution distribution of products      24
Uniform distribution distribution of ratio of maxima      26
Uniform distribution distribution of sum      21
Uniform distribution in and on circle      233
Uniform distribution in hyperellipsoid      567
Uniform distribution in simplex      568
Uniform distribution in triangle      569
Uniform distribution in unit circle      556
Uniform distribution in unit circle properties of      234
Uniform distribution in unit circle rejection method for      233
Uniform distribution in unit circle relation to Cauchy distribution      234
Uniform distribution in unit circle squeeze method for      233
Uniform distribution mixtures of      16
Uniform distribution on 3d hypersphere generator for      241
Uniform distribution on 4d hypersphere generator for      241
Uniform distribution on a compact set      368
Uniform distribution on a convex set      371
Uniform distribution on a star      243
Uniform distribution on convex polytope      568
Uniform distribution on hypersphere incremental method for      243
Uniform distribution on hypersphere normal random vector method for      230
Uniform distribution on hypersphere properties of      227
Uniform distribution on hypersphere rejection method for      231
Uniform distribution on hypersphere spacings method for      242
Uniform distribution on hypersphere uniform spacings method for      231
Uniform distribution on unit circle efficient rejection method for      235
Uniform distribution properties      25
Uniform distribution sum of independent random variables      144
Uniform line density      572
Uniform order statistics      636
Uniform order statistics exponential spacings method for      214
Uniform order statistics method for beta distribution      431
Uniform order statistics relation to beta distribution      431
Uniform order statistics sorting method for      214
Uniform Poisson process on unit circle      250
Uniform scale mixture      687 688
Uniform spacings      207
Uniform spacings method for      214
Uniform spacings method for exponential distribution      394
Uniform spacings method for uniform distribution on hypersphere      231
Uniform spacings method for uniform order statistics      214
Uniform spacings properties of      208 210 212
Uniform spacings relation to Dirichlet distribution      593
Uniform spacings relation to exponential distribution      208
Uniform sum      732
Uniform sum density of      732 733
Unimodal density grid method for      377
Unimodal distribution      172 687 707
Unimodal distribution inequalities for      173 494
Unimodal distribution matched moment generator for      691
Unimodal distribution rectangular decomposition of      734
Unimodal distribution universal rejection method for      495
Unit sphere volume of      226
Universal generator a la Letac      65
Universal method      286
Universal method for beta distribution      432
Universal rejection method analysis of      317
Universal rejection method for binomial distribution      495
Universal rejection method for convex densities      313
Universal rejection method for discrete distribution      497
Universal rejection method for generalized gaussian distribution      324
Universal rejection method for hypergeometric distribution      545
Universal rejection method for Lipschitz densities      323
Universal rejection method for log-concave densities      301 325
Universal rejection method for monotone densities      312 316 317
Universal rejection method for residual life density      330
Universal rejection method for unimodal distribution      495
Vaduva, I.      47 130 404 415 419 420 424
Vaduva’s gamma generator      130 424
Vaduva’s gamma generator analysis of      131
Vaduva’s rejection method      48

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