Simulating an auto-correlated sequence of Rayleigh variables
Tài liệu tham khảo
Lakhan, V. C., 1981a, Parameterizing wave heights in simulation models with autocorrelated Rayleigh distributed variates: Jour. Math. Geol. v. 13, p. 345–350.
Lakhan, V. C., 1981b, Generating autocorrelated pseudo-random numbers with specific distributions: Jour. Stat. Comput. Simul., v. 12, p. 303–309.
Lawrance, A. J. and Lewis, P. A. W., 1979, Simulation of some autoregressive Markovian sequences of positive random variables,in Proceedings of the 1979 Winter Simulation Conference, H. J. Highland, M. G. Spiegel, and R. J. Shannon, (Eds.), IEEE, New York, 301–307.