On random variate generation when only moments or Fourier coefficients are known

Luc Devroye

Mathematics and Computers in Simulation (MATCOM), 1989, vol. 31, issue 1, 71-89

Abstract: We consider algorithms for generating random variates having a density, when only its Fourier coefficients or moments are known. We also study the expected time per random variate.

Date: 1989
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:31:y:1989:i:1:p:71-89

DOI: 10.1016/0378-4754(89)90054-2

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