Rejection-inversion to generate variates from monotone discrete distributions

DOI10.1145/235025.235029zbMath0887.65002OpenAlexW2067075954MaRDI QIDQ4369951

Wolfgang Hörmann, Gerhard Derflinger

Publication date: 25 May 1998

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://epub.wu.ac.at/1176/1/document.pdf

zbMATH Keywords

Poisson distributionrandom number generationZipf distributionuniversal algorithm\(T\)-concavemonotone discrete distributionsrejection-inversion

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

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