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Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes.
Shmuel Onn
Ishay Weissman
Published in:
Ann. Oper. Res. (2011)
Keyphrases
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random vectors
random variables
marginal distributions
stable set
lattice points
convex hull
decision trees
wavelet transform
linear programming
linear combination