Fast algorithms for generating discrete random variates with changing distributions

DOI10.1145/151527.151529zbMATH Open0842.68035OpenAlexW2013491876MaRDI QIDQ4876065FDOQ4876065

Authors: Keith W. Ross, Sanguthevar Rajasekaran 

Publication date: 13 June 1996

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

Full work available at URL: https://repository.upenn.edu/cis_reports/142

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zbMATH Keywords

discrete-event dynamic systemMarkovian queuing networks

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Parallel algorithms in computer science (68W10)

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• A pair of rounded distributions for discretized observations in discrete event simulation
• The analysis of some algorithms for generating random variates with a given hazard rate
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• Algorithms for Generating Discrete Random Variables with a Given Generating Function or a Given Moment Sequence
• Dynamic sampling from a discrete probability distribution with a known distribution of rates
• Maintaining discrete probability distributions optimally
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• Practical algorithms for generating a random ordering of the elements of a weighted set
• Generation of discrete random variables in scalable frameworks
• An analysis of the alias method for discrete random-variate generation
• Dynamic generation of discrete random variates
• Non-uniform random variate generation by the vertical strip method

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