A simple generator for discrete log-concave distributions

DOI10.1007/BF02307716zbMATH Open0626.65002OpenAlexW1554271285MaRDI QIDQ580867FDOQ580867

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

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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)

Cites Work

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• A simple algorithm for generating random variates with a log-concave density
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• Sampling from binomial and Poisson distributions: a method with bounded computation times
• The computer generation of Poisson random variables
• Algorithm 599
• Computer generation of hypergeometric random variates†
• A Threshold for Log-Concavity for Probability Generating Functions and Associated Moment Inequalities

Cited In (22)

• 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
• Short universal generators via generalized ratio-of-uniforms method
• The ratio of uniforms approach for generating discrete random variates
• Simulating bessel random variables
• 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
• Universal methods for generating random variables with a given characteristic function
• On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
• Title not available (Why is that?)
• Monte Carlo Algorithms for Hardy–Weinberg Proportions
• PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE
• Computer generation of negative binomial variates by envelope rejection
• 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
• Computer generation of hypergeometric random variates†

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