Expected time analysis of a simple recursive Poisson random variate generator

DOI10.1007/BF02239170zbMath0725.65005MaRDI QIDQ2277745

Luc P. Devroye

Publication date: 1991

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

Poisson distribution; expected time analysis; recursive algorithm; probabilistic methods; random variate generator

Mathematics Subject Classification ID

62E17: Approximations to statistical distributions (nonasymptotic)

65C10: Random number generation in numerical analysis

65C99: Probabilistic methods, stochastic differential equations

Related Items

Algorithm 955

Cites Work

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