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. The quality of non-uniform random numbers, Hörmann, Wolfgang , Operations Research Proceedings 1993, Berlin, p.329–335, (1994)
  2. A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method, Hörmann, Wolfgang , Volume 4, Number 1, p.96–106, (1994)
  3. A universal generator for discrete log-concave distributions, Hörmann, Wolfgang , Computing, Volume 52, Number 1, p.89–96, (1994)
  4. Universal generators for correlation induction, Hörmann, Wolfgang, and Derflinger Gerhard , Compstat, Proceedings in Computational Statistics, Heidelberg, p.52–57, (1994)
  5. 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)
  6. The transformed rejection method for generating Poisson random variables, Hörmann, Wolfgang , Insurance: Mathematics and Economics, Volume 11, p.1–7, (1993)
  7. The generation of binomial random variates, Hörmann, Wolfgang , J. Stat. Comput. Simulation, Volume 46, Number 1–2, p.101–110, (1993)
  8. A Portable Random Number Generator Well Suited for the Rejection Method, Hörmann, Wolfgang, and Derflinger Gerhard , Volume 19, Number 4, p.489–495, (1993)
  9. New generators of normal and Poisson deviates based on transformed rejection, Hörmann, Wolfgang , Operations Research Proceedings 1992, Berlin, p.334–341, (1993)
  10. Nonuniform random numbers: A sensitivity analysis for transformation methods, Afflerbach, Lothar, and Hörmann Wolfgang , Lecture Notes in Econom. Math. Systems, Volume 374, New York, p.135–144, (1992)