Asymptotically Optimal Design Points for Rejection Algorithms

by Derflinger, Gerhard, Hörmann, Wolfgang
Published 2005

An Automatic Generator for a Large Class of Unimodal Discrete Distributions

by Hörmann, Wolfgang, Derflinger, Gerhard
Published 1997

Universal Generators for Correlation Induction

by Hörmann, Wolfgang, Derflinger, Gerhard
Published 1994

On Some Definite Integrals of a certain Class of Logarithmic Functions

by Roppert, Josef, Derflinger, Gerhard
Published 1992

The Transformed Rejection Method for Generation Random Variables, an Alternative to the Ratio of Uniforms Method

by Hörmann, Wolfgang, Derflinger, Gerhard
Published 1994

Random Variate Generation by Numerical Inversion when only the Density Is Known

by Derflinger, Gerhard, Hörmann, Wolfgang, Leydold, Josef
Published 2008

Inverse Transformed Density Rejection for Unbounded Monotone Densities

by Hörmann, Wolfgang, Leydold, Josef, Derflinger, Gerhard
Published 2007

Automatic Random Variate Generation for Unbounded Densities

by Hörmann, Wolfgang, Leydold, Josef, Derflinger, Gerhard
Published 2006

Random Variate Generation by Numerical Inversion When Only the Density Is Known

by Derflinger, Gerhard, Hörmann, Wolfgang, Leydold, Josef
Published 2009

Online Supplement to "Random Variate Generation by Numerical Inversion When Only the Density Is Known"

by Derflinger, Gerhard, Hörmann, Wolfgang, Leydold, Josef
Published 2009

An Automatic Code Generator for Nonuniform Random Variate Generation

by Leydold, Josef, Derflinger, Gerhard, Tirler, Günter, Hörmann, Wolfgang
Published 2001

Efficient Numerical Inversion for Financial Simulations

by Derflinger, Gerhard, Hörmann, Wolfgang, Leydold, Josef, Sak, Halis
Published 2009