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 -