MONTE-CARLO SIMULATION AND RANDOM NUMBER GENERATION

被引：29

作者：

COATES, RFW ^{[1
]}

JANACEK, GJ ^{[1
]}

LEVER, KV ^{[1
]}

机构：

[1] BRUNEL UNIV, UXBRIDGE UB8 3PH, MIDDX, ENGLAND

来源：

IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS | 1988年 / 6卷 / 01期

关键词：

D O I：

10.1109/49.192730

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

引用

页码：58 / 66

页数：9

共 32 条

[1] COMPUTER GENERATION OF BETA, GAMMA AND NORMAL RANDOM-VARIABLES [J].

ATKINSON, AC .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1976, 139 :431-461

[2] CONFIDENCE-INTERVALS FOR REGRESSION (MEM) SPECTRAL ESTIMATES [J].

BAGGEROER, AB .

IEEE TRANSACTIONS ON INFORMATION THEORY, 1976, 22 (05) :534-545

[3] UNCORRELATED OUTPUT COMPONENTS OF A NONLINEARITY [J].

BLACHMAN, NM .

IEEE TRANSACTIONS ON INFORMATION THEORY, 1968, 14 (02) :250-+

[4]

BLACHMAN NM, 1968, IEEE T INFORM THEORY, V14, P21

[5] A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J].

BOX, GEP ;

MULLER, ME .

ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :610-611

[6] GAUSSIAN PSEUDO-RANDOM NUMBER GENERATOR [J].

BRENT, RP .

COMMUNICATIONS OF THE ACM, 1974, 17 (12) :704-706

[7]

Brigham E. O., 1974, FAST FOURIER TRANSFO

[8]

COVEYOU R, 1967, J ASSOC COMPUT MACH, V1, P100

[9] AN IMPROVED IMPORTANCE SAMPLING METHOD FOR DIGITAL-COMMUNICATION SYSTEM SIMULATIONS [J].

DAVIS, BR .

IEEE TRANSACTIONS ON COMMUNICATIONS, 1986, 34 (07) :715-719

[10]

FELLER W, 1966, INTRO PROBABILITY TH, V2, P60

← 1 2 3 4 →