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

lower boundslinear congruential generatorsratio of uniforms methoduniform random numbersone-dimensional distribution of pseudorandom numbers

Mathematics Subject Classification ID

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

Recommendations

• The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
• scientific article; zbMATH DE number 24085
• Transformations and random variate generation:generalised ratio-of-uniforms methods

Cited in

(4)

• 64-bit and 128-bit DX random number generators
• The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
• Upper bounds for the Beyer ratios of linear congruential generators
• Asymptotically Optimal Design Points for Rejection Algorithms

This page was built for publication: A note on the quality of random variates generated by the ratio of uniforms method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4876050)