Generation of Bernoulli processes

DOI10.1016/0167-6377(84)90023-3MaRDI QIDQ799289zbMATH OpenOpenAlexFDO

Authors Reuven Y. Rubinstein, Ishay Weissman

Publication date 1984

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(84)90023-3

zbMATH Keywords

algorithms for generating Bernoulli processescomputational comparisons

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to probability theory (60-04) Distribution theory (60E99) Random number generation in numerical analysis (65C10)

Review text

The paper presents and compares five different algorithms for generating Bernoulli processes, i.e. sequences of 0's and l's where each digit is a result of an independent experiment with \(P(1)=1-P(0)=p\). The five approaches differ in generators of random numbers employed. They are based on the uniform, geometric, binomial, exponential and Poisson generators. It appears from computational comparisons that the nontraditional methods are more efficient for small p.

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Cites work

• An efficient mixture method
• On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
• Sampling from binomial and Poisson distributions: a method with bounded computation times
• The computer generation of Poisson random variables

Cited in

(4)

• Generalized Bernoulli process: simulation, estimation, and application
• Optimal linear Bernoulli factories for small mean problems
• A Random-Bit Generator for use in Simulating the Reliability of a Coherent System
• BERNOULLI SAMPLING

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