Uniform fractional part: a simple fast method for generating continuous random variates

MaRDI QIDQ3173762zbMATH OpenFDO

Authors Hashem Mahlooji, A. Eshragh Jahromi, H. Abouee Mehrizi, Navid Izady

Publication date 10 October 2011

zbMATH Keywords

numerical examplesstochastic simulationcontinuous random variableinverse transform algorithmrandom variates generation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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