GENERATING AN AUTO-CORRELATED SEQUENCE OF RANDOM VARIATES WITHOUT DISTORTING THEIR DISTRIBUTION

被引：4

作者：

METZNER, JR ^{[1
]}

机构：

[1] UNIV MISSOURI,DEPT COMP SCI,ROLLA,MO 65401

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 1982年 / 24卷 / 01期

关键词：

D O I：

10.1016/0378-4754(82)90051-9

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：60 / 64

页数：5

共 22 条

[1] GENERATING AUTO-CORRELATED PSEUDO-RANDOM NUMBERS WITH SPECIFIC DISTRIBUTIONS
LAKHAN, VC
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[2] Generating nonnegatively correlated binary random variates
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[J]. ADVANCES IN MATHEMATICAL AND COMPUTATIONAL METHODS: ADDRESSING MODERN CHALLENGES OF SCIENCE, TECHNOLOGY, AND SOCIETY, 2011, 1368
[5] PARAMETERIZING WAVE HEIGHTS IN SIMULATION-MODELS WITH AUTO-CORRELATED RAYLEIGH DISTRIBUTED VARIATES
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[6] A Unified Approach for Generating Cross-Correlated and Auto-Correlated MIMO Fading Envelope Processes
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[7] Generating random variates from a bicompositional Dirichlet distribution
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[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2012, 82 (06) : 797 - 805
[8] Generating non-stationary random fields of auto-correlated, normally distributed CPT profile by matrix decomposition method
Chenari, Reza Jamshidi
Farahbakhsh, Hassan Kamyab
[J]. GEORISK-ASSESSMENT AND MANAGEMENT OF RISK FOR ENGINEERED SYSTEMS AND GEOHAZARDS, 2015, 9 (02) : 96 - 108
[9] A COMPUTER-PROGRAM FOR GENERATING TWO-DIMENSIONAL FIELDS OF AUTO-CORRELATED PARAMETERS
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[J]. GROUND WATER, 1986, 24 (05) : 663 - 667
[10] Recognition of control chart patterns in auto-correlated process based on Random Forest
Zhu Bo
Liu Beibei
Wan Yuwei
Zhao Shengran
[J]. 2018 IEEE INTERNATIONAL CONFERENCE ON SMART MANUFACTURING, INDUSTRIAL & LOGISTICS ENGINEERING (SMILE), 2018, : 53 - 57

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