Wolfgang Hörmann

Email: 
hormannw@bogazici.edu.tr
Phone: 
7077
 
M.S. in Mathematics, Universität Wien, 1987;
Ph.D. in Mathematics, Universität Wien, 1989.
Research Interests: 
Random variate generation, Stochastic simulation, Variance reduction techniques, Financial simulation

Offered courses

Recent publications

  1. Algorithm 802: An Automatic Generator for Bivariate Log-Concave Distributions, Hörmann, Wolfgang , ACMTOMS, Volume 26, Number 1, p.201–219, (2000)
  2. Black Box Algorithms for Generating Non-Uniform Continuous Random Variates, Leydold, Josef, and Hörmann Wolfgang , COMPSTAT 2000. Short Communications and Posters, p.53–54, (2000)
  3. Higher Dimensional Properties of Non-Uniform Pseudo-Random Variates, Leydold, Josef, Leeb Hannes, and Hörmann Wolfgang , Monte Carlo and Quasi-Monte Carlo Methods 1998, Berlin, Heidelberg, p.341–355, (2000)
  4. Modelling Probability Distributions from Data and its Influence on Simulation, Hörmann, Wolfgang, and Bayar Onur , Proceedings IMACS Symposium on Mathematical Modeling, p.429-435, (2000)
  5. A Sweep-Plane Algorithm for Generating random tuples in simple polytopes, Leydold, Josef, and Hörmann Wolfgang , Mathematics of Computation, Volume 67, Number 224, p.1617–1635, (1998)
  6. The automatic generation of one- and multi-dimensional distributions with transformed density rejection, Leydold, Josef, and Hörmann Wolfgang , Proceedings of the 15th IMACS World-Congress, Berlin, Vol 2, p.757–760, (1997)
  7. An automatic generator for a large class of unimodal discrete distributions, Hörmann, Wolfgang, and Derflinger Gerhard , ESM 97, p.139–144, (1997)
  8. Rejection-Inversion to Generate Variates from Monotone Discrete Distributions, Hörmann, Wolfgang, and Derflinger Gerhard , ACMTOMACS, Volume 6, Number 3, p.169–184, (1996)
  9. A Rejection Technique for Sampling from T-Concave Distributions, Hörmann, Wolfgang , ACMTOMS, Volume 21, Number 2, p.182–193, (1995)
  10. A note on generation, estimation and prediction of stationary processes, Hauser, M.A., Hörmann Wolfgang, Kunst R.M., and Lenneis J. , Compstat, Proceedings in Computational Statistics, Heidelberg, p.323–328, (1994)