Generating random numbers by adapted rejection

DOI10.1016/0377-2217(90)90422-8zbMath0709.65004OpenAlexW2082242298MaRDI QIDQ921846

Thomas Kämpke

Publication date: 1990

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(90)90422-8

zbMATH Keywords

complexityweak convergenceMonte Carlo simulationrejection methodconvergence of momentsalias methodstochastical independence

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

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• A batch acceptance complement method for generating random variables
• An economical method for random number generation and a normal generator
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• On the Alias Method for Generating Random Variables from a Discrete Distribution

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