Title :
Generation of Autocorrelated Random Variables with a Specified Marginal Distribution
Author :
Song, Wheyming Tina ; Hsiao, Li-Ching
Author_Institution :
Department of Industrial Engineering, National Tsing-Hua University, Taiwan
Keywords :
Analytical models; Autocorrelation; Exponential distribution; Industrial engineering; Iterative algorithms; Power generation; Power system modeling; Random variables;
Conference_Titel :
Simulation Conference Proceedings, 1993. Winter
Print_ISBN :
0-7803-1381-X
DOI :
10.1109/WSC.1993.718074