An Analysis of the Alias Method for Discrete Random-Variate Generation

DOI10.1287/ijoc.1030.0063zbMath1239.90113OpenAlexW2163535996MaRDI QIDQ2890476

J. Cole Smith, Jacobson, Sheldon H.

Publication date: 8 June 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.1030.0063

zbMATH Keywords

simulationrandom variable generation

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (5)

Algorithms for generating random variables with a rational probability-generating function ⋮ Randomized vector iterative linear solvers of high precision for large dense system ⋮ Numerical studies of a granular gas in a host medium ⋮ A range reduction method for generating discrete random variables ⋮ Systematic Alias Sampling

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