A note on the quality of random variates generated by the ratio of uniforms method

DOI10.1145/174619.174623MaRDI QIDQ4876050zbMATH OpenOpenAlexFDO

Authors Wolfgang Hörmann

Publication date 1 September 1996

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

Full work available at URL https://epub.wu.ac.at/1440/1/document.pdf, http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

linear congruential generatorslower boundsone-dimensional distribution of pseudorandom numbersratio of uniforms methoduniform random numbers

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10)

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(6)

• Improving the statistical quality of random number generators by applying a simple ratio transformation
• scientific article; zbMATH DE number 24085 (Why is no real title available?)
• The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
• Asymptotically Optimal Design Points for Rejection Algorithms
• 64-bit and 128-bit DX random number generators
• Upper bounds for the Beyer ratios of linear congruential generators

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