Class library ranlip for multivariate nonuniform random variate generation

DOI10.1016/j.cpc.2005.03.105zbMath1196.60008OpenAlexW2076343545MaRDI QIDQ709796

Gleb Beliakov

Publication date: 18 October 2010

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2005.03.105

zbMATH Keywords

multimodal distributionsacceptance/rejectionmultivariate Lipschitz densitiesnonuniform random variate generation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Software, source code, etc. for problems pertaining to probability theory (60-04)

Related Items (3)

Efficient implementation of Bailey and Borwein pseudo-random number generator based on normal numbers ⋮ An efficient implementation of Bailey and Borwein's algorithm for parallel random number generation on graphics processing units ⋮ ranlip

Uses Software

• RANLUX

Cites Work

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• A portable high-quality random number generator for lattice field theory simulations
• A sweep-plane algorithm for generating random tuples in simple polytopes
• A rejection technique for sampling from T -concave distributions

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