Short universal generators via generalized ratio-of-uniforms method
نویسنده
چکیده
We use inequalities to design short universal algorithms that can be used to generate random variates from large classes of univariate continuous or discrete distributions (including all log-concave distributions). The expected time is uniformly bounded over all these distributions for a particular generator. The algorithms can be implemented in a few lines of high level language code.
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عنوان ژورنال:
- Math. Comput.
دوره 72 شماره
صفحات -
تاریخ انتشار 2003