An Algorithm for Fast Generation of Bivariate Poisson Random Vectors

An Algorithm for Fast Generation of Bivariate Poisson Random Vectors

We present “Trivariate Reduction Extension” (TREx) — an exact algorithm for fast generation of bivariate Poisson random vectors. Like the NORTA procedure, TREx has two phases: a preprocessing phase when the required algorithm parameters are identified, and a generation phase when the parameters identified during the preprocessing phase are used to generate the desired Poisson vector. We prove t...

An Efficient Algorithm for Workspace Generation of Delta Robot

Dimensional synthesis of a parallel robot may be the initial stage of its design process, which is usually carried out based on a required workspace. Since optimization of the links lengths of the robot for the workspace is usually done, the workspace computation process must be run numerous times. Hence, importance of the efficiency of the algorithm and the CPU time of the workspace computatio...

A note on maxima of bivariate random vectors

A selection of these reports is available in PostScript form at the Faculty's anonymous ftp-Abstract For i.i.d. bivariate normal vectors we consider the maxima of the projections with respect to two arbitrary directions. A limit theorem for these maxima is proved for the case that the angle of the two directions approaches zero. The result is generalized to a functional limit theorem.

Autoregressive Gaussian Random Vectors of First Order

Fast Generation of Deviates for Order Statistics by an Exact Method

We propose an exact method for generating random deviates from continuous order statistics. This versatile method that generates Beta deviates as a middle step can be applied to any density function without resorting to numerical inversion. We also conduct an exhaustive investigation to document the merits of our method in generating deviates from any Beta distribution.