Export 51 results:
Author Title Type [ Year
] Filters: Author is Wolfgang Hörmann [Clear All Filters]
"The ACR method for generating normal random variables",
OR Spektrum, vol. 12, no. 3, pp. 181–185, 1990.
"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.
"The generation of binomial random variates",
J. Stat. Comput. Simulation, vol. 46, no. 1–2, pp. 101–110, 1993.
"New generators of normal and Poisson deviates based on transformed rejection",
Operations Research Proceedings 1992, Berlin, Springer, pp. 334–341, 1993.
A Portable Random Number Generator Well Suited for the Rejection Method,
, vol. 19, no. 4, pp. 489–495, 1993.
"The transformed rejection method for generating Poisson random variables",
Insurance: Mathematics and Economics, vol. 11, pp. 1–7, 1993.
"A note on generation, estimation and prediction of stationary processes",
Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 323–328, 1994.
A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method,
, vol. 4, no. 1, pp. 96–106, 1994.
"The quality of non-uniform random numbers",
Operations Research Proceedings 1993, Berlin, Springer Verlag, pp. 329–335, 1994.
"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.
"A universal generator for discrete log-concave distributions",
Computing, vol. 52, no. 1, pp. 89–96, 1994.
"Universal generators for correlation induction",
Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 52–57, 1994.
"A Rejection Technique for Sampling from T-Concave Distributions",
ACMTOMS, vol. 21, no. 2, pp. 182–193, 1995.
"Rejection-Inversion to Generate Variates from Monotone Discrete Distributions",
ACMTOMACS, vol. 6, no. 3, pp. 169–184, 1996.
"The automatic generation of one- and multi-dimensional distributions with transformed density rejection",
Proceedings of the 15th IMACS World-Congress, Berlin, Vol 2, pp. 757–760, 1997.
"An automatic generator for a large class of unimodal discrete distributions",
ESM 97, pp. 139–144, 1997.
"A Sweep-Plane Algorithm for Generating random tuples in simple polytopes",
Mathematics of Computation, vol. 67, no. 224, pp. 1617–1635, 1998.
"Algorithm 802: An Automatic Generator for Bivariate Log-Concave Distributions",
ACMTOMS, vol. 26, no. 1, pp. 201–219, 2000.
"Automatic Random Variate Generation for Simulation Input",
Proceedings of the 2000 Winter Simulation Conference, pp. 675–682, 2000.
"Black Box Algorithms for Generating Non-Uniform Continuous Random Variates",
COMPSTAT 2000. Short Communications and Posters: Statistics Netherlands, pp. 53–54, 2000.
"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.
"Modelling Probability Distributions from Data and its Influence on Simulation",
Proceedings IMACS Symposium on Mathematical Modeling, pp. 429-435, 2000.
"Universal Algorithms as an Alternative for Generating Non-Uniform Continuous Random Variates",
{M}onte {C}arlo {S}imulation: A. A. Balkema, pp. 177–183, 2001.
"Fast Generation of Order Statistics",
ACMTOMACS, vol. 12, no. 2, pp. 83–93, 2002.
"A note on the Performance of the ``Ahrens Algorithm''",
Computing, vol. 69, pp. 83–89, 2002.
"Variants of Transformed Density Rejection and Correlation Induction",
Monte Carlo and Quasi-Monte Carlo Methods 2000, Heidelberg, Springer-Verlag, pp. 345–356, 2002.
"An Automatic Code Generator for Nonuniform Random Variate Generation",
Mathematics and Computers in Simulation, vol. 62, no. 3–6, pp. 405–412, 2003.
"Continuous Random Variate Generation by Fast Numerical Inversion",
ACMTOMACS, vol. 13, no. 4, pp. 347–362, 2003.
Automatic Nonuniform Random Variate Generation,
, Berlin Heidelberg, Springer-Verlag, 2004.
"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.
