Generation of Bernoulli processes (Q799289)

The paper presents and compares five different algorithms for generating Bernoulli processes, i.e. sequences of 0's and l's where each digit is a result of an independent experiment with \(P(1)=1-P(0)=p\). The five approaches differ in generators of random numbers employed. They are based on the uniform, geometric, binomial, exponential and Poisson generators. It appears from computational comparisons that the nontraditional methods are more efficient for small p.