An analysis of the alias method for discrete random-variate generation

DOI10.1287/IJOC.1030.0063zbMATH Open1239.90113OpenAlexW2163535996MaRDI QIDQ2890476FDOQ2890476

Authors: J. Cole Smith, Sheldon H. Jacobson 

Publication date: 8 June 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.1030.0063

Recommendations

• Fast algorithms for generating discrete random variates with changing distributions
• The economical method for generating random samples from discrete distributions
• Discrete random variate generation using uniformization
• An alias method for sampling from the normal distribution
• scientific article; zbMATH DE number 3982481

zbMATH Keywords

simulationrandom variable generation

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15)

Cited In (6)

• Algorithms for generating random variables with a rational probability-generating function
• Numerical studies of a granular gas in a host medium
• The economical method for generating random samples from discrete distributions
• Randomized vector iterative linear solvers of high precision for large dense system
• Systematic alias sampling: an efficient and low-variance way to sample from a discrete distribution
• A range reduction method for generating discrete random variables

This page was built for publication: An analysis of the alias method for discrete random-variate generation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2890476)