Patchwork rejection algorithms

DOI10.1016/0377-0427(90)90343-XMaRDI QIDQ915340zbMATH OpenFDO

Authors Andrew C. Kemp

Publication date 1990

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithmsexponential distributionspseudorandom numbersLomax distributionspatchwork rejectionrandom envelope variaterandom target variateRayleigh distributions

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cited in

(4)

• Two part envelopes for rejection sampling of some completely random measures
• The patchwork rejection technique for sampling from unimodal distributions
• On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
• Non-uniform random variate generation by the vertical strip method

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