If you don’t have a closed form, what do you have? A program? Then https://en.m.wikipedia.org/wiki/Markov_chain_Monte_Carlo … or https://en.m.wikipedia.org/wiki/Rejection_sampling … maybe
I have a pdf: could be in Rⁿ or Cⁿ. I do not have a closed form expression for it. How do I select a random point within the region where the pdf is nonzero?
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more or less: http://owen.maresh.info/sprott/ They're iterated homogeneous polynomials in x,y,z.
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If you can work out a power-series representation of the inverse cdf, you could use inversion sampling: https://en.m.wikipedia.org/wiki/Inverse_transform_sampling …
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thank you! for these: http://owen.maresh.info/sprott/ (not very high priority for me)
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