A note on the performance of the ``Ahrens algorithm

DOI10.1007/s00607-002-1456-yzbMath1090.65006OpenAlexW1521275887MaRDI QIDQ1849564

Wolfgang Hörmann

Publication date: 1 December 2002

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-002-1456-y

zbMATH Keywords

performance measuresuniversal methodNonuniform random variate generation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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