Complexity Questions in Non-Uniform Random Variate Generation

DOI10.1007/978-3-7908-2604-3_1zbMath1436.60003OpenAlexW2268137518MaRDI QIDQ3298440

Luc P. Devroye

Publication date: 14 July 2020

Published in: Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2604-3_1

zbMATH Keywords

simulationMonte Carlo methodsrandom variate generation

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Random number generation in numerical analysis (65C10)

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