Inverse-transformation algorithms for some common stochastic processes - researchr publication authors

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Bruce W. Schmeiser, Wheyming Tina Song. Inverse-transformation algorithms for some common stochastic processes. In Edward A. MacNair, Kenneth J. Musselman, Philip Heidelberger, editors, Proceedings of the 21st Winter Simulation Conference, Washington, DC, USA, December 4-6, 1989. pages 490-496, ACM Press, 1989. [doi]

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