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Süzgeçler: Yazar: Derflinger, Gerhard  [Clear All Filters]
Journal Article
Hörmann, W., and G. Derflinger, "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.
Hörmann, W., and G. Derflinger, "Rejection-Inversion to Generate Variates from Monotone Discrete Distributions", ACMTOMACS, vol. 6, no. 3, pp. 169–184, 1996.
Hörmann, W., and G. Derflinger, A Portable Random Number Generator Well Suited for the Rejection Method, , vol. 19, no. 4, pp. 489–495, 1993.
Hörmann, W., and G. Derflinger, "Fast Generation of Order Statistics", ACMTOMACS, vol. 12, no. 2, pp. 83–93, 2002.
Leydold, J., G. Derflinger, G. Tirler, and W. Hörmann, "An Automatic Code Generator for Nonuniform Random Variate Generation", Mathematics and Computers in Simulation, vol. 62, no. 3–6, pp. 405–412, 2003.
Derflinger, G., and W. Hörmann, "Asymptotically Optimal Design Points for Rejection Algorithms", Communications in Statistics: Simulation and Computation, vol. 34, no. 4, pp. 879-893, 2005.
Hörmann, W., and G. Derflinger, "The ACR method for generating normal random variables", OR Spektrum, vol. 12, no. 3, pp. 181–185, 1990.
Conference Paper
Hörmann, W., and G. Derflinger, "Universal generators for correlation induction", Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 52–57, 1994.
Derflinger, G., W. Hörmann, J. Leydold, and H. Sak, "Efficient Numerical Inversion for Financial Simulations", Monte Carlo and Quasi-Monte Carlo Methods 2008, Heidelberg, Springer-Verlag, pp. 297–304, 2009.
Hörmann, W., and G. Derflinger, "An automatic generator for a large class of unimodal discrete distributions", ESM 97, pp. 139–144, 1997.