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CSDA
2004
191views more  CSDA 2004»
14 years 9 months ago
Computing the distribution of the product of two continuous random variables
We present an algorithm for computing the probability density function of the product of two independent random variables, along with an implementation of the algorithm in a compu...
Andrew G. Glen, Lawrence Leemis, John H. Drew
STOC
2004
ACM
94views Algorithms» more  STOC 2004»
15 years 10 months ago
Sharp thresholds For monotone properties in random geometric graphs
Ashish Goel, Sanatan Rai, Bhaskar Krishnamachari
STOC
2002
ACM
73views Algorithms» more  STOC 2002»
15 years 10 months ago
Solving convex programs by random walks
Dimitris Bertsimas, Santosh Vempala