Extensions of von Neumann's Method for Generating Random Variables

DOI10.2307/2006080zbMath0408.65006OpenAlexW2092224814MaRDI QIDQ4195840

John F. Monahan

Publication date: 1979

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1b2790075b88fe2bc50ada20273c27f6c2c27abb

zbMATH Keywords

AlgorithmsRandom VariablesExponential DistributionNeumann's MethodPower Series Representations

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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