Algorithm 599

DOI10.1145/357456.357464MaRDI QIDQ3659097zbMATH OpenOpenAlexFDO

Authors Joachim H. Ahrens, K. D. Kohrt, Ulrich Dieter

Publication date 1983

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/357456.357464

zbMATH Keywords

acceptance- rejection methodgamma distributionPoisson distributionrandom numberssimulation

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(4)

• A triptych of discrete distributions related to the stable law
• Expected time analysis of a simple recursive Poisson random variate generator
• A simple generator for discrete log-concave distributions
• Random variate generators for the Poisson-Poisson and related distributions

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