Multiple use of random numbers in discrete-event simulation

Thomas Kämpke

Mathematics and Computers in Simulation (MATCOM), 1989, vol. 31, issue 3, 171-176

Abstract: A method is presented for using a single (0, 1) uniform random number to yield stochastically independent random numbers having a given finite distribution. The adaptation of the alias method to the given procedure is outlined. An application to simulate Brownian motion is given.

Date: 1989
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0378475489901560
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:31:y:1989:i:3:p:171-176

DOI: 10.1016/0378-4754(89)90156-0

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().