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

DOI10.1287/IJOC.1030.0063MaRDI QIDQ2890476zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

simulationrandom variable generation

Mathematics Subject Classification ID

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

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(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

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