Extensions of von Neumann's Method for Generating Random Variables

DOI10.2307/2006080MaRDI QIDQ4195840zbMATH OpenOpenAlexFDO

Authors John F. Monahan

Publication date 1979

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1b2790075b88fe2bc50ada20273c27f6c2c27abb

zbMATH Keywords

AlgorithmsExponential DistributionNeumann's MethodPower Series RepresentationsRandom Variables

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited in

(1)

• Sampling exactly from the normal distribution

This page was built for publication: Extensions of von Neumann's Method for Generating Random Variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4195840)