Existing binomial random-variate generators are surveyed, and a new generator designed for moderate and large means is developed. The new algorithm, BTPE, has fixed memory requirements and is faster than other such algorithms, both when single, or when many variates are needed.
Inducing correlation between estimators is a common way to try to reduce variance in simulation experiments. To induce the correlation between estimators, random variates are generated as functions of the same random-number streams. Although the optimal correlation induction occurs with the inverse transformation. The inverse can be quite slow compared to… (More)
To develop grid scheduling algorithms, a high performance simulator is necessary since grid is an uncontrollable and unrepeatable environment. In this paper, a discrete event simulation library called HyperSim is used as extensible building blocks for grid scheduling simulator. The use of event graph model for the grid simulation are proposed. This model is… (More)
1. DESCRIPTION H2PEC is a FORTRAN subroutine that generates observations from the hyper-geometric distribution. Detailed descriptions and timing comparison tests are given in . Descriptions of variables are given in the comment section of the code. 2. METHOD Let M be the mode of the hypergeometric distribution, which is defined as the integer portion of… (More)
The FORTRAN implementation of an exact, uniformly fast algorithm for generating the binomial, random variables is presented. The algorithm is numerically stable and is faster than other published algorithms. The code uses only standard FORTRAN statements and is portable to most computers; it has been tested on the IBM 370, 3033, 4381, DEC VAX 11/780, SUN… (More)