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Wolfgang Hörmann

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2007
14EEWolfgang Hörmann, Josef Leydold, Gerhard Derflinger: Inverse transformed density rejection for unbounded monotone densities. ACM Trans. Model. Comput. Simul. 17(4): (2007)
13EEWolfgang Hörmann: A simple generator for the t distribution. Computing 81(4): 317-322 (2007)
2006
12EEJosef Leydold, Wolfgang Hörmann: Black-box algorithms for sampling from continuous distributions. Winter Simulation Conference 2006: 129-136
2004
11EEGünter Tirler, Peter Dalgaard, Wolfgang Hörmann, Josef Leydold: An error in the Kinderman-Ramage method and how to fix it. Computational Statistics & Data Analysis 47(3): 433-440 (2004)
2003
10EEWolfgang Hörmann, Josef Leydold: Continuous random variate generation by fast numerical inversion. ACM Trans. Model. Comput. Simul. 13(4): 347-362 (2003)
9EEJosef Leydold, Gerhard Derflinger, Günter Tirler, Wolfgang Hörmann: An automatic code generator for nonuniform random variate generation. Mathematics and Computers in Simulation 62(3-6): 405-412 (2003)
2002
8EEWolfgang Hörmann, Gerhard Derflinger: Fast generation of order statistics. ACM Trans. Model. Comput. Simul. 12(2): 83-93 (2002)
7EEWolfgang Hörmann: A Note on the Performance of the "Ahrens Algorithm". Computing 69(1): 83-89 (2002)
2000
6EEWolfgang Hörmann, Josef Leydold: Random-number and random-variate generation: automatic random variate generation for simulation input. Winter Simulation Conference 2000: 675-682
5EEWolfgang Hörmann: Algorithm 802: an automatic generator for bivariate log-concave distributions. ACM Trans. Math. Softw. 26(1): 201-219 (2000)
1998
4 Josef Leydold, Wolfgang Hörmann: A sweep-plane algorithm for generating random tuples in simple polytopes. Math. Comput. 67(224): 1617-1635 (1998)
1996
3EEWolfgang Hörmann, Gerhard Derflinger: Rejection-Inversion to Generate Variates from Monotone Discrete Distributions. ACM Trans. Model. Comput. Simul. 6(3): 169-184 (1996)
1995
2 Wolfgang Hörmann: A Rejection Technique for Sampling from T-Concave Distributions. ACM Trans. Math. Softw. 21(2): 182-193 (1995)
1994
1EEWolfgang Hörmann: A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method. ACM Trans. Model. Comput. Simul. 4(1): 96-106 (1994)

Coauthor Index

1Peter Dalgaard [11]
2Gerhard Derflinger [3] [8] [9] [14]
3Josef Leydold [4] [6] [9] [10] [11] [12] [14]
4Günter Tirler [9] [11]

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)