Junichi Imai, Reiichiro Kawai. Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations. SIAM J. Scientific Computing, 32(4):1879-1897, 2010. [doi]
@article{ImaiK10,
title = {Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations},
author = {Junichi Imai and Reiichiro Kawai},
year = {2010},
doi = {10.1137/090752365},
url = {http://dx.doi.org/10.1137/090752365},
researchr = {https://researchr.org/publication/ImaiK10},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {32},
number = {4},
pages = {1879-1897},
}