Inverse-transformation algorithms for some common stochastic processes

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]

@inproceedings{SchmeiserS89,
  title = {Inverse-transformation algorithms for some common stochastic processes},
  author = {Bruce W. Schmeiser and Wheyming Tina Song},
  year = {1989},
  doi = {10.1145/76738.76802},
  url = {http://doi.acm.org/10.1145/76738.76802},
  tags = {transformation},
  researchr = {https://researchr.org/publication/SchmeiserS89},
  cites = {0},
  citedby = {0},
  pages = {490-496},
  booktitle = {Proceedings of the 21st Winter Simulation Conference, Washington, DC, USA, December 4-6, 1989},
  editor = {Edward A. MacNair and Kenneth J. Musselman and Philip Heidelberger},
  publisher = {ACM Press},
  isbn = {0-911801-58-8},
}