Specialized Algorithms

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

Chapter Chapter Four in Non-Uniform Random Variate Generation, 1986, pp 118-205 from Springer

Abstract: Abstract The main techniques for random varlate generation were developed in chapters II and III. These will be supplemented in this chapter with a host of other techniques: these include historically important methods (such as the Forsythe-von Neumann method), methods based upon specific properties of the uniform distribution (such as the polar method for the normal density), methods for densities that are given as convergent series (the series method) and methods that have proven particularly successful for many distributions (such as the ratlo-of-unlforms method).

Keywords: Independent Random Variable; Outer Loop; Expected Number; Series Method; Repeat Generate (search for similar items in EconPapers)
Date: 1986
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DOI: 10.1007/978-1-4613-8643-8_4

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