TY  - CHAP
TI  - Sampling from Linear Multivariate Densities
AB  - It is well known that the generation of random vectors with non-independent components is difficult.
Nevertheless, we propose a new and very simple generation algorithm 
for multivariate linear densities over point-symmetric domains.
Among other applications it can be used to design a simple decomposition-rejection algorithm for multivariate
concave distributions.
AF  - Advancing the Frontiers of Simulation: A Festschrift in Honor of George Samuel Fishman
PP  - New York
PB  - Springer
SP  - 143
EP  - 152
PY  - 2009-12-01
AU  - Leydold, Josef 
AU  - Hörmann, Wolfgang 
ER -