Basics about simulations

Christian Lantuéjoul
Additional contact information
Christian Lantuéjoul: École des Mines, Centre de Géostatistique

Chapter 7 in Geostatistical Simulation, 2002, pp 57-66 from Springer

Abstract: Abstract This chapter deals with the basic simulation algorithms that are indispensable for designing more elaborate ones. The case of the uniform distribution in]0, 1[is considered first . Then we turn to the simulation of standard univariate distributions (exponential, gaussian, poisson etc ...). Finally, we mention algorithms for several multivariate distributions (random point on a bounded domain, random direction, gaussian vector).

Keywords: Bounded Domain; Prime Number; Standard Gaussian Distribution; Inversion Method; Gaussian Vector (search for similar items in EconPapers)
Date: 2002
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-662-04808-5_7

Ordering information: This item can be ordered from
http://www.springer.com/9783662048085

DOI: 10.1007/978-3-662-04808-5_7

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().