GENERATION OF DISCRETE RANDOM VARIABLES ON VECTOR COMPUTERS FOR MONTE CARLO SIMULATIONS

DOI10.1142/S0129053390000200zbMath0731.65004MaRDI QIDQ3357416

Esam M. A. Hussein, Riyanarto Sarno, Virendra C. Bhavsar

Publication date: 1990

Published in: International Journal of High Speed Computing (Search for Journal in Brave)

zbMATH Keywords

statistical errorvector processingalias methodBrown's methoddiscrete random variables generationvectorized Monte Carlo simulationsweighted sampling method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Numerical algorithms for specific classes of architectures (65Y10)

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