Von Neumann’s Rejection Technique Reexamined

DOI10.1137/1031094zbMATH Open0688.65003OpenAlexW1993019067MaRDI QIDQ4207506

Jan A. Grzesik

Publication date: 1989

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1031094

zbMATH Keywords

renewal processrandom number generationacception-rejection method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic theory: distribution modulo (1); metric theory of algorithms (11K99) Renewal theory (60K05) Probabilistic methods, stochastic differential equations (65C99)

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