The complexity of generating an exponentially distributed variate

DOI10.1016/0196-6774(86)90014-3MaRDI QIDQ3768393zbMATH OpenOpenAlexFDO

Authors Nasser Saheb, Philippe Flajolet

Publication date 1986

Published in Journal of Algorithms (Search for Journal in Brave)

Full work available at URL https://hal.inria.fr/inria-00076400/file/RR-0159.pdf

zbMATH Keywords

exponentially distributed variate

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Analysis of algorithms and problem complexity (68Q25)

Recommendations

• Generation of discrete distributions from biased coins
• scientific article; zbMATH DE number 3982481
• Algorithm 780: exponential pseudorandom distribution
• Fast pseudorandom generators for normal and exponential variates
• scientific article; zbMATH DE number 778073

Cited in

(9)

• An improved exact sampling algorithm for the standard normal distribution
• Efficient sampling methods for discrete distributions
• An analytic approach to the asymptotic variance of trie statistics and related structures
• Sampling exactly from the normal distribution
• Complexity Questions in Non-Uniform Random Variate Generation
• Solution of a Linear Recurrence Equation Arising in the Analysis of Some Algorithms
• Searching for losers
• Practical algorithms for generating a random ordering of the elements of a weighted set
• Binary decompositions of probability densities and random-bit simulation

This page was built for publication: The complexity of generating an exponentially distributed variate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3768393)