Multiple use of random numbers in discrete-event simulation (Q1122924)
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scientific article; zbMATH DE number 4107997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple use of random numbers in discrete-event simulation |
scientific article; zbMATH DE number 4107997 |
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Multiple use of random numbers in discrete-event simulation (English)
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1989
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The author presents an ingenious method for using a single (0,1) uniform random number to yield stochastically independent random numbers having a given finite distribution. The adaptation of the alias simulation method to the given procedure is outlined and an application to simulate Brownian motion is given.
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discrete distributions
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computer simulation
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random numbers
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alias simulation method
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Brownian motion
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