A simple generator for discrete log-concave distributions

DOI10.1007/BF02307716MaRDI QIDQ580867zbMATH OpenOpenAlexFDO

Authors Luc Devroye

Publication date 1987

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02307716

zbMATH Keywords

binomial distributionPoisson distributiongeometric distributionlogarithmically concave distributionshypergeometric distributionPascal distributionrejection algorithmhyper-Poisson distributionPolya-Eggenberger distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to statistics (62-04)

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Cites work

• scientific article; zbMATH DE number 3122032 (Why is no real title available?)
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 3458034 (Why is no real title available?)
• A Threshold for Log-Concavity for Probability Generating Functions and Associated Moment Inequalities
• A simple algorithm for generating random variates with a log-concave density
• Algorithm 599
• Computer Generation of Poisson Deviates from Modified Normal Distributions
• Computer generation of hypergeometric random variates†
• Efficient Generation of Logarithmically Distributed Pseudo-Random Variables
• Sampling from binomial and Poisson distributions: a method with bounded computation times
• The computer generation of Poisson random variables

Cited in

(22)

• Computer generation of hypergeometric random variates†
• On exact sampling of nonnegative infinitely divisible random variables
• Algorithms for generating random variables with a rational probability-generating function
• A note on a universal random variate generator for integer-valued random variables
• HyperQuick algorithm for discrete hypergeometric distribution
• A simple algorithm for generating random variates with a log-concave density
• Nonnormal small jump approximation of infinitely divisible distributions
• The ratio of uniforms approach for generating discrete random variates
• Simulating bessel random variables
• Short universal generators via generalized ratio-of-uniforms method
• Random variate generators for the Poisson-Poisson and related distributions
• The r‐hypergeometric distribution: Characterization, mathematical methods, simulations, and applications in sciences and engineering
• A universal generator for discrete log-concave distributions
• On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
• Universal methods for generating random variables with a given characteristic function
• scientific article; zbMATH DE number 4086850 (Why is no real title available?)
• Monte Carlo Algorithms for Hardy–Weinberg Proportions
• Computer generation of negative binomial variates by envelope rejection
• PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE
• Expected time analysis of a simple recursive Poisson random variate generator
• Exact simulation of Bessel diffusions
• Non-uniform random variate generation by the vertical strip method

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