Improvement of efficiency in generating random U(1) variables with Boltzmann distribution (von Mises distribution revisited)

DOI10.1016/S0021-9991(95)90051-9MaRDI QIDQ1903786zbMATH OpenOpenAlexFDO

Authors Tetsuya Hattori, Hideo Nakajima

Publication date 1995

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0021-9991(95)90051-9

zbMATH Keywords

Boltzmann distributionefficiency testMonte Carlo simulationsrandom variable generationrejection methodvon Mises distribution

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Recommendations

• scientific article; zbMATH DE number 549942
• GENERATION OF DISCRETE RANDOM VARIABLES ON VECTOR COMPUTERS FOR MONTE CARLO SIMULATIONS
• Generation of the Chapman-Enskog distribution
• Efficient algorithm for generating Maxwell random variables
• An efficient simulation algorithm for the generalized von Mises distribution of order two

Cites work

• Efficient Simulation of the von Mises Distribution
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 3750146 (Why is no real title available?)
• scientific article; zbMATH DE number 3492037 (Why is no real title available?)

Cited in

(1)

• Efficient algorithm for generating Maxwell random variables

This page was built for publication: Improvement of efficiency in generating random \(U(1)\) variables with Boltzmann distribution (von Mises distribution revisited)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1903786)