Random Variate Generation for Monte Carlo Experiments

DOI10.1109/TR.1985.5221941MaRDI QIDQ3690937zbMATH OpenOpenAlexFDO

Authors Lawrence M. Leemis, Bruce W. Schmeiser

Publication date 1985

Published in IEEE Transactions on Reliability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tr.1985.5221941

zbMATH Keywords

acceptance/rejectioncompeting riskscompositionFORTRAN algorithmshazard functioninverse of distribution functionspseudo random numberssurvey paperthinning

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited in

(7)

• A 1-1 poly-t random variable generator with application to Monte Carlo integration
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• GENERATION OF DISCRETE RANDOM VARIABLES ON VECTOR COMPUTERS FOR MONTE CARLO SIMULATIONS
• scientific article; zbMATH DE number 4211348 (Why is no real title available?)
• The Monte Carlo Algorithm with a Pseudorandom Generator
• The Monty Python method for generating random variables
• scientific article; zbMATH DE number 549942 (Why is no real title available?)

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