Class library ranlip for multivariate nonuniform random variate generation

DOI10.1016/J.CPC.2005.03.105MaRDI QIDQ709796zbMATH OpenOpenAlexFDO

Authors Gleb Beliakov

Publication date 18 October 2010

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2005.03.105

zbMATH Keywords

acceptance/rejectionmultimodal distributionsmultivariate Lipschitz densitiesnonuniform random variate generation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Software, source code, etc. for problems pertaining to probability theory (60-04)

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Cites work

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• scientific article; zbMATH DE number 2002843 (Why is no real title available?)
• A portable high-quality random number generator for lattice field theory simulations
• A rejection technique for sampling from T -concave distributions
• A sweep-plane algorithm for generating random tuples in simple polytopes

Cited in

(5)

• ranlip
• Universal nonuniform random vector generator based on acceptance-rejection
• Efficient implementation of Bailey and Borwein pseudo-random number generator based on normal numbers
• RNGAVXLIB: program library for random number generation, AVX realization
• An efficient implementation of Bailey and Borwein's algorithm for parallel random number generation on graphics processing units

Describes a project that uses

Uses Software

• RANLUX

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