Accuracy in Random Number Generation

DOI10.2307/2008146MaRDI QIDQ3725418zbMATH OpenOpenAlexFDO

Authors John F. Monahan

Publication date 1985

Full work available at URL https://doi.org/10.2307/2008146

zbMATH Keywords

continuous random variablesdesign of algorithmsdiscretization errormeasure of erroruniform deviates

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Roundoff error (65G50)

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Cited in

(7)

• Portable random number generators.
• Some remarks on a new composite random number generator
• Sampling exactly from the normal distribution
• scientific article; zbMATH DE number 3873198 (Why is no real title available?)
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• Robustness of some non‐uniform random variate generators
• An error in the Kinderman-Ramage method and how to fix it

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