{"id":"https://openalex.org/W2318337892","doi":"https://doi.org/10.1515/mcma-2015-0107","title":"Simulation of random variates with the Morgenstern distribution","display_name":"Simulation of random variates with the Morgenstern distribution","publication_year":2015,"publication_date":"2015-10-01","ids":{"openalex":"https://openalex.org/W2318337892","doi":"https://doi.org/10.1515/mcma-2015-0107","mag":"2318337892"},"language":"en","primary_location":{"id":"doi:10.1515/mcma-2015-0107","is_oa":false,"landing_page_url":"http://doi.org/10.1515/mcma-2015-0107","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078691892","display_name":"Oleg A. Makhotkin","orcid":null},"institutions":[{"id":"https://openalex.org/I4210110796","display_name":"Institute of Computational Mathematics and Mathematical Geophysics","ror":"https://ror.org/01z686714","country_code":"RU","type":"facility","lineage":["https://openalex.org/I1313323035","https://openalex.org/I4210110796","https://openalex.org/I4210124601"]}],"countries":["RU"],"is_corresponding":true,"raw_author_name":"Oleg A. Makhotkin","raw_affiliation_strings":["Institute of Computational Mathematics & Mathematical Geophysics, Russian Academy of Sciences, Lavrentieva Str. 6, Novosibirsk 630090, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Computational Mathematics & Mathematical Geophysics, Russian Academy of Sciences, Lavrentieva Str. 6, Novosibirsk 630090, Russia","institution_ids":["https://openalex.org/I4210110796"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5078691892"],"corresponding_institution_ids":["https://openalex.org/I4210110796"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.11715549,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"21","issue":"4","first_page":"325","last_page":"328"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9348000288009644,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9348000288009644,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bivariate-analysis","display_name":"Bivariate analysis","score":0.6961506009101868},{"id":"https://openalex.org/keywords/bilinear-interpolation","display_name":"Bilinear interpolation","score":0.580614447593689},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.5366712212562561},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.48832055926322937},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.48513540625572205},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3467687666416168},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3359207510948181},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3200346827507019},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.13928234577178955},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.11145320534706116}],"concepts":[{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.6961506009101868},{"id":"https://openalex.org/C205203396","wikidata":"https://www.wikidata.org/wiki/Q612143","display_name":"Bilinear interpolation","level":2,"score":0.580614447593689},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.5366712212562561},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.48832055926322937},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.48513540625572205},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3467687666416168},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3359207510948181},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3200346827507019},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.13928234577178955},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.11145320534706116}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1515/mcma-2015-0107","is_oa":false,"landing_page_url":"http://doi.org/10.1515/mcma-2015-0107","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:bpj:mcmeap:v:21:y:2015:i:4:p:325-328:n:2","is_oa":false,"landing_page_url":"https://doi.org/10.1515/mcma-2015-0107","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2165589608","https://openalex.org/W3093557575","https://openalex.org/W3182767856","https://openalex.org/W2354231916","https://openalex.org/W2162140574","https://openalex.org/W2354073393","https://openalex.org/W2361009070","https://openalex.org/W1721599012","https://openalex.org/W2378988399","https://openalex.org/W1983356840"],"abstract_inverted_index":{"Abstract":[0],"Five":[1],"algorithms":[2,23],"for":[3],"the":[4,10,28,35,38,43,46],"simulation":[5],"of":[6,21,37,45],"random":[7],"vectors":[8],"with":[9],"bivariate":[11],"Morgenstern":[12,39],"distribution":[13,40],"are":[14,24],"described":[15],"and":[16],"realized.":[17],"The":[18],"run-time":[19],"efficiencies":[20],"these":[22],"estimated":[25],"so":[26],"that":[27],"fastest":[29],"one":[30],"is":[31],"determined.":[32],"It":[33],"uses":[34],"presentation":[36],"density":[41],"as":[42],"sum":[44],"bilinear":[47],"finite":[48],"elements.":[49]},"counts_by_year":[],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2016-06-24T00:00:00"}
