Title :
Inverse-Transformation Algorithms For Some Common Stochastic Processes
Author :
Schmeiser, Bruce ; Song, Whey-Ming Tina
Author_Institution :
Purdue University
Keywords :
Algorithms; Distribution functions; Ear; Industrial engineering; Markov processes; Monte Carlo methods; Random number generation; Sampling methods; Steady-state; Stochastic processes;
Conference_Titel :
Simulation Conference Proceedings, 1989. Winter
Print_ISBN :
0-911801-58-8
DOI :
10.1109/WSC.1989.718719