Algorithms for generating random variables with a rational probability-generating function

DOI10.1080/00207160.2014.945918zbMath1328.65012MaRDI QIDQ3451412

Efraim Shmerling

Publication date: 16 November 2015

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2014.945918

zbMATH Keywords

algorithm; numerical example; random number generation; random variable generation; range reduction method; probability-generating function; alias method

Mathematics Subject Classification ID

65C10: Random number generation in numerical analysis

Related Items

Asymptotic behavior of roots of random polynomial equations, New computational and statistical models in science and economics

Cites Work

• Unnamed Item
• A note on generating random variables with log-concave densities
• A simple generator for discrete log-concave distributions
• A note on a universal random variate generator for integer-valued random variables
• A universal generator for discrete log-concave distributions
• A range reduction method for generating discrete random variables
• An Analysis of the Alias Method for Discrete Random-Variate Generation
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• On the Alias Method for Generating Random Variables from a Discrete Distribution