Generating random numbers by adapted rejection
From MaRDI portal
Publication:921846
DOI10.1016/0377-2217(90)90422-8zbMath0709.65004MaRDI QIDQ921846
Publication date: 1990
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(90)90422-8
complexity; weak convergence; Monte Carlo simulation; rejection method; convergence of moments; alias method; stochastical independence
65C10: Random number generation in numerical analysis
Cites Work
- A batch acceptance complement method for generating random variables
- An economical method for random number generation and a normal generator
- An Efficient Method for Generating Discrete Random Variables with General Distributions
- On the Alias Method for Generating Random Variables from a Discrete Distribution
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item