A note on the quality of random variates generated by the ratio of uniforms method

DOI10.1145/174619.174623zbMath0844.11054OpenAlexW2026233669MaRDI QIDQ4876050

Wolfgang Hörmann

Publication date: 1 September 1996

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

Full work available at URL: https://epub.wu.ac.at/1440/1/document.pdf

zbMATH Keywords

lower boundslinear congruential generatorsratio of uniforms methoduniform random numbersone-dimensional distribution of pseudorandom numbers

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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