Expected time analysis of a simple recursive Poisson random variate generator

DOI10.1007/BF02239170zbMath0725.65005OpenAlexW15646704MaRDI QIDQ2277745

Luc P. Devroye

Publication date: 1991

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02239170

zbMATH Keywords

Poisson distributionexpected time analysisrecursive algorithmprobabilistic methodsrandom variate generator

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Algorithm 955

Cites Work

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• A simple generator for discrete log-concave distributions
• Sampling from binomial and Poisson distributions: a method with bounded computation times
• The computer generation of Poisson random variables
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• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Probability Inequalities for the Sum of Independent Random Variables
• Algorithm 599
• Beta- and gamma-methods of modelling binomial and poisson distributions
• A method of modelling a binomial distribution
• Computer Generation of Poisson Deviates from Modified Normal Distributions
• A Simple Algorithm for Generating Binomial Random Variables when N is Large
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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