Continuous random variate generation by fast numerical inversion

DOI10.1145/945511.945517zbMath1390.65010MaRDI QIDQ4564839

Wolfgang Hörmann, Josef Leydold

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://epub.wu.ac.at/664/1/document.pdf

zbMATH Keywords

spline approximation; inversion method; universal method; nonuniform random variates

Mathematics Subject Classification ID

65C10: Random number generation in numerical analysis

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