Grid methods in simulation and random variate generation
type: Item
instance of: scholarly article
title: Grid methods in simulation and random variate generation
zbMATH Open document ID: 0584.65002
DOI: 10.1007/BF02252735
published in: Computing
publication date: 1986-01-01T00:00:00Z
review text: Points can be generated uniformly in a compact set A of \(R^ d\) by constructing a fine rectangular grid covering A, selecting a grid rectangle, and performing an acceptance test if the rectangle in question is not entirely contained in A. For very fine grids, the acceptance test is needed with very small probability. We look at the storage requirements and expected time performance of this method, and apply it in avoidance problems and in the design of fast generators for random variates with a bounded density on [0,1].
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 65N50
zbMATH DE Number: 3936361
zbMATH Keywords: grid generation
zbMATH Keywords: car parking problem
zbMATH Keywords: compact set
zbMATH Keywords: storage requirements
zbMATH Keywords: expected time performance
zbMATH Keywords: avoidance problems
zbMATH Keywords: design of fast generators for random variates
author: Luc Devroye
describes a project that uses: spatial
MaRDI profile type: Publication
cites work: Q3948568
cites work: Q5664617
cites work: Simulation of some spatial hard core models, and the complete packing problem
cites work: Q5601969
cites work: Generating discrete random variables in a computer
cites work: A computer program for the generation of random variables from any discrete distribution
cites work: On Mixture Methods for the Computer Generation of Random Variables
cites work: An Efficient Method for Generating Discrete Random Variables with General Distributions
cites work: Q3844537
full work available at URL: https://doi.org/10.1007/bf02252735
OpenAlex ID: W197807693
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description: scientific article; zbMATH DE number 3936361