The Subgroup Algorithm for Generating Uniform Random Variables

DOI10.1017/S0269964800000255zbMath1133.60300WikidataQ54271516 ScholiaQ54271516MaRDI QIDQ3415825

Persi Diaconis, Mehrdad M. Shahshahani

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• Choosing a Point from the Surface of a Sphere

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