Add to ORKGAbstract. This chapter provides a survey of the main methods in non-uniform random variate generation, and highlights recent research on the subject. Classical paradigms such as inversion, rejection, guide tables, and transformations are reviewed. We provide information on the expected time complexity of various algorithms, before addressing modern topics such as indirectly specified distributions, random processes, and Markov chain methods
One of the most fundamental and frequently used operations in the process of simulating a stochastic...
The acceptance/rejection approach is widely used in universal nonuniform random number generators. I...
This research is focused on the development of exact, uniformly fast computer algorithms for generat...
The basic ingredient of random variate generation is, of course, the uniform random number and, in p...
One of the most fundamental operations when simulating a stochastic discrete-event dynamic system is...
For generating non-uniform random variates, black-box al-gorithms are powerful tools that allow draw...
In this paper, a method called the vertical strip (VS) method is proposed for generating non-uniform...
Work has been done in generating random variates of some distributions for simulation purposes. A su...
A known theorem in probability is adopted and through a probabilistic approach, it is generalized to...
This chapter covers the basic design principles and methods for uniform random number generators use...
In many cases, real-world experimen-tations are approximated by various stochastic probabilistic mod...
. In this paper we present the results of a first empirical investigation on how the quality of non-...
There exists a vast literature on nonuniform random variate generators. Most of these generators are...
Bivariate non-uniform random numbers are usually generated in a rectangular area. However, this is g...
Bivariate non-uniform random numbers are usually generated in a rectangular area. However, this is g...
One of the most fundamental and frequently used operations in the process of simulating a stochastic...
The acceptance/rejection approach is widely used in universal nonuniform random number generators. I...
This research is focused on the development of exact, uniformly fast computer algorithms for generat...
The basic ingredient of random variate generation is, of course, the uniform random number and, in p...
One of the most fundamental operations when simulating a stochastic discrete-event dynamic system is...
For generating non-uniform random variates, black-box al-gorithms are powerful tools that allow draw...
In this paper, a method called the vertical strip (VS) method is proposed for generating non-uniform...
Work has been done in generating random variates of some distributions for simulation purposes. A su...
A known theorem in probability is adopted and through a probabilistic approach, it is generalized to...
This chapter covers the basic design principles and methods for uniform random number generators use...
In many cases, real-world experimen-tations are approximated by various stochastic probabilistic mod...
. In this paper we present the results of a first empirical investigation on how the quality of non-...
There exists a vast literature on nonuniform random variate generators. Most of these generators are...
Bivariate non-uniform random numbers are usually generated in a rectangular area. However, this is g...
Bivariate non-uniform random numbers are usually generated in a rectangular area. However, this is g...
One of the most fundamental and frequently used operations in the process of simulating a stochastic...
The acceptance/rejection approach is widely used in universal nonuniform random number generators. I...
This research is focused on the development of exact, uniformly fast computer algorithms for generat...