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Talk:Convolution random number generator

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This is an old revision of this page, as edited by Marvinklein (talk | contribs) at 18:20, 3 May 2007 (→clarification). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

this isnt a monte carlo method. i have undone your categorization and put it back into the sampling techniques category.

clarification

represents a random variable sampled from the Erlang distribution. Convolution sampling is a method which, for example, lets you sample the erlang distribution using only random variables from the exponential distribution.

What does this mean?

I'm confused by this article. Specifically, I'm not sure what the operator is supposed to represent.

I searched Google Scholar for "convolution sampling". Most of the hits I got used constructions like "convolution, sampling", or "... convolution. Sampling ..." – in other words, I couldn't find a reliable reference that used "convolution sampling" as a specific concept. I did hit the German-English dictionary to understand "Erlang", and that seems to occur only in words that mean something like "to get", or "to obtain".

Can somebody shed some light on this one? DavidCBryant 16:25, 18 April 2007 (UTC)[reply]

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