scientific article; zbMATH DE number 1390117

MaRDI QIDQ4934384zbMATH OpenFDO

Authors Josef Leydold, Hannes Leeb, Wolfgang Hörmann

Publication date 17 January 2000

zbMATH Keywords

density rejection methodsnon-uniform pseudo-random variatesrandom number generationtransformation method

Mathematics Subject Classification ID

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

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• Efficient lattice assessment for LCG and GLP parameter searches
• An error in the Kinderman-Ramage method and how to fix it

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