Universal nonuniform random vector generator based on acceptance-rejection

DOI10.1145/1103323.1103325MaRDI QIDQ4565357zbMATH OpenOpenAlexFDO

Authors Gleb Beliakov

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1103323.1103325

zbMATH Keywords

acceptance/rejectionLipschitz approximationnonuniform random variatesrandom number generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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• scientific article; zbMATH DE number 549942

Cited in

(5)

• Generating random numbers by using acceptance rejection method
• Generation of Antipodal Random Vectors With Prescribed Non-Stationary 2-nd Order Statistics
• Robust aggregation of compositional and interval-valued data: the mode on the unit simplex
• An \(\mathcal{O} (n)\) algorithm for generating uniform random vectors in \(n\)-dimensional cones
• Class library ranlip for multivariate nonuniform random variate generation

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