General Principles in Random Variate Generation

Luc Devroye
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Luc Devroye: McGill University, School of Computer Science

Chapter Chapter Two in Non-Uniform Random Variate Generation, 1986, pp 27-82 from Springer

Abstract: Abstract In this chapter we introduce the reader to the fundamental principles in non-uniform random variate generation. This chapter is a must for the serious reader. On its own it can be used as part of a course in simulation.

Keywords: Inversion Method; Repeat Generate; Discrete Random Variate; Secant Method; Rejection Method (search for similar items in EconPapers)
Date: 1986
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-8643-8_2

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DOI: 10.1007/978-1-4613-8643-8_2

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