Algorithms for Generating Discrete Random Variables with a Given Generating Function or a Given Moment Sequence

DOI10.1137/0912006zbMath0724.65003OpenAlexW2002715243MaRDI QIDQ3212170

Luc P. Devroye

Publication date: 1991

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0912006

zbMATH Keywords

algorithmgenerating functionfactorial momentsrandom number generationtable methodsrejection methodsinversion methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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A Simulation Approach to Nonparametric Empirical Bayes Analysis ⋮ A note on a universal random variate generator for integer-valued random variables ⋮ Sampling nested Archimedean copulas ⋮ A range reduction method for generating discrete random variables ⋮ Complexity Questions in Non-Uniform Random Variate Generation ⋮ Multivariate dependence modeling based on comonotonic factors ⋮ Asymptotic degree distribution in random recursive trees ⋮ Universal methods for generating random variables with a given characteristic function

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