Simulation of some autoregressive Markovian sequences of positive random variables

A. J. Lawrance, Peter A. W. Lewis. Simulation of some autoregressive Markovian sequences of positive random variables. In Harold Joseph Highland, Mitchell G. Spiegel, Robert E. Shannon, editors, Proceedings of the 11th conference on Winter simulation, WSC 1979, San Diego, CA, USA, December 3-5, 1979. pages 301-307, ACM, 1979. [doi]

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