48 sonucu aktar:
Yazar Başlık Tür [ Yıl(Desc)]
Süzgeçler: Yazar: Wolfgang Hörmann  [Clear All Filters]
1990
Hörmann, W., and G. Derflinger, "The ACR method for generating normal random variables", OR Spektrum, vol. 12, no. 3, pp. 181–185, 1990.
1992
Afflerbach, L., and W. Hörmann, "Nonuniform random numbers: A sensitivity analysis for transformation methods", Lecture Notes in Econom. Math. Systems, vol. 374, New York, Springer-Verlag, pp. 135–144, 1992.
1993
Hörmann, W., "The generation of binomial random variates", J. Stat. Comput. Simulation, vol. 46, no. 1–2, pp. 101–110, 1993.
Hörmann, W., "New generators of normal and Poisson deviates based on transformed rejection", Operations Research Proceedings 1992, Berlin, Springer, pp. 334–341, 1993.
Hörmann, W., and G. Derflinger, A Portable Random Number Generator Well Suited for the Rejection Method, , vol. 19, no. 4, pp. 489–495, 1993.
Hörmann, W., "The transformed rejection method for generating Poisson random variables", Insurance: Mathematics and Economics, vol. 11, pp. 1–7, 1993.
1994
Hauser, M.A.., W. Hörmann, R.M.. Kunst, and J.. Lenneis, "A note on generation, estimation and prediction of stationary processes", Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 323–328, 1994.
Hörmann, W., A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method, , vol. 4, no. 1, pp. 96–106, 1994.
Hörmann, W., "The quality of non-uniform random numbers", Operations Research Proceedings 1993, Berlin, Springer Verlag, pp. 329–335, 1994.
Hörmann, W., and G. Derflinger, "The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method", Commun. Stat., Simulation Comput., vol. 23, no. 3, pp. 847-860, 1994.
Hörmann, W., "A universal generator for discrete log-concave distributions", Computing, vol. 52, no. 1, pp. 89–96, 1994.
Hörmann, W., and G. Derflinger, "Universal generators for correlation induction", Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 52–57, 1994.
1998
Leydold, J., and W. Hörmann, "A Sweep-Plane Algorithm for Generating random tuples in simple polytopes", Mathematics of Computation, vol. 67, no. 224, pp. 1617–1635, 1998.
2000
Hörmann, W., "Algorithm 802: An Automatic Generator for Bivariate Log-Concave Distributions", ACMTOMS, vol. 26, no. 1, pp. 201–219, 2000.
Hörmann, W., and J. Leydold, "Automatic Random Variate Generation for Simulation Input", Proceedings of the 2000 Winter Simulation Conference, pp. 675–682, 2000.
Leydold, J., and W. Hörmann, "Black Box Algorithms for Generating Non-Uniform Continuous Random Variates", COMPSTAT 2000. Short Communications and Posters: Statistics Netherlands, pp. 53–54, 2000.
Leydold, J., H. Leeb, and W. Hörmann, "Higher Dimensional Properties of Non-Uniform Pseudo-Random Variates", Monte Carlo and Quasi-Monte Carlo Methods 1998, Berlin, Heidelberg, Springer-Verlag, pp. 341–355, 2000.
Hörmann, W., and O. Bayar, "Modelling Probability Distributions from Data and its Influence on Simulation", Proceedings IMACS Symposium on Mathematical Modeling, pp. 429-435, 2000.
2002
Hörmann, W., and G. Derflinger, "Fast Generation of Order Statistics", ACMTOMACS, vol. 12, no. 2, pp. 83–93, 2002.
Hörmann, W., "A note on the Performance of the ``Ahrens Algorithm''", Computing, vol. 69, pp. 83–89, 2002.
Leydold, J., E. Janka, and W. Hörmann, "Variants of Transformed Density Rejection and Correlation Induction", Monte Carlo and Quasi-Monte Carlo Methods 2000, Heidelberg, Springer-Verlag, pp. 345–356, 2002.
2003
Leydold, J., G. Derflinger, G. Tirler, and W. Hörmann, "An Automatic Code Generator for Nonuniform Random Variate Generation", Mathematics and Computers in Simulation, vol. 62, no. 3–6, pp. 405–412, 2003.
Hörmann, W., and J. Leydold, "Continuous Random Variate Generation by Fast Numerical Inversion", ACMTOMACS, vol. 13, no. 4, pp. 347–362, 2003.
2004
Hörmann, W., J. Leydold, and G. Derflinger, Automatic Nonuniform Random Variate Generation, , Berlin Heidelberg, Springer-Verlag, 2004.
Tirler, G., P. Dalgaard, W. Hörmann, and J. Leydold, "An Error in the Kinderman-Ramage Method and How to Fix It", Computational Statistics and Data Analysis, vol. 47, no. 3, pp. 433–440, 2004.

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