TY - JOUR
T1 - Algorithms for generating random variables with a rational probability-generating function
AU - Shmerling, E.
N1 - Publisher Copyright:
© 2014 Taylor & Francis.
PY - 2015/9/2
Y1 - 2015/9/2
N2 - Two algorithms for generating random variables with a rational probability-generating function are presented. One of them implements the recently developed general range reduction method, and the other is an extension of the alias method designed for generating discrete finite-valued random variables to the case where the generated random variable is infinite-valued. An example of a random variable which was efficiently generated by random number generators implementing the presented algorithms is given. Possible ways of improving the complexity of the presented algorithms are discussed.
AB - Two algorithms for generating random variables with a rational probability-generating function are presented. One of them implements the recently developed general range reduction method, and the other is an extension of the alias method designed for generating discrete finite-valued random variables to the case where the generated random variable is infinite-valued. An example of a random variable which was efficiently generated by random number generators implementing the presented algorithms is given. Possible ways of improving the complexity of the presented algorithms are discussed.
KW - algorithm
KW - alias method
KW - probability-generating function
KW - random number generation
KW - range reduction method
UR - http://www.scopus.com/inward/record.url?scp=84930912814&partnerID=8YFLogxK
U2 - 10.1080/00207160.2014.945918
DO - 10.1080/00207160.2014.945918
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AN - SCOPUS:84930912814
SN - 0020-7160
VL - 92
SP - 2001
EP - 2010
JO - International Journal of Computer Mathematics
JF - International Journal of Computer Mathematics
IS - 9
ER -