Inverse transformed density rejection for unbounded monotone densities

DOI10.1145/1276927.1276931zbMath1390.65011OpenAlexW1966794994MaRDI QIDQ4565392

Wolfgang Hörmann, Gerhard Derflinger, Josef Leydold

Publication date: 12 June 2018

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

Full work available at URL: https://doi.org/10.1145/1276927.1276931

zbMATH Keywords

transformed density rejectionuniversal methodblack-box algorithmnonuniform random variatesunbounded densities

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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