On Global Costs and Nyquist's Theorem in Random Variate Generation

DOI10.1287/MOOR.14.2.224MaRDI QIDQ3833483zbMATH OpenOpenAlexFDO

Authors Luc Devroye

Publication date 1989

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/9ad3a95cfb70f806f1bf517e35ebeee7235eead6

zbMATH Keywords

analysis of algorithmsanalytic functionscharacteristic functiondensitydistributions with limited variationestimate of infinite seriesexpected time complexityNyquist's theoremrandom variate generationrejection method

Mathematics Subject Classification ID

Numerical summation of series (65B10) Random number generation in numerical analysis (65C10)

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