An automatic code generator for nonuniform random variate generation
DOI10.1016/S0378-4754(02)00244-6zbMATH Open1018.65010MaRDI QIDQ1873045FDOQ1873045
Authors: Josef Leydold, Gerhard Derflinger, Günter Tirler, Wolfgang Hörmann 
Publication date: 19 May 2003
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Recommendations
continuous distributionnonuniform random variate generationtransformed density rejectionuniversal algorithmautomatic code generator
Random number generation in numerical analysis (65C10) Packaged methods for numerical algorithms (65Y15) Software, source code, etc. for problems pertaining to probability theory (60-04)
Cites Work
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Cited In (7)
- Extremely efficient acceptance-rejection method for simulating uncorrelated Nakagami fading channels
- Adaptive rejection sampling with fixed number of nodes
- Title not available (Why is that?)
- Short universal generators via generalized ratio-of-uniforms method
- RVGEN: a tool for generation of random variates
- Title not available (Why is that?)
- Class library ranlip for multivariate nonuniform random variate generation
Uses Software
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