A note on a universal random variate generator for integer-valued random variables

  title={A note on a universal random variate generator for integer-valued random variables},
  author={Lucio Barabesi and Luca Pratelli},
  journal={Statistics and Computing},
A universal generator for integer-valued square-integrable random variables is introduced. The generator relies on a rejection technique based on a generalization of the inversion formula for integer-valued random variables. This approach allows to create a dominating probability function, whose evaluation solely involves two integrals depending on the characteristic function of the random variable to be generated. The proposal gives rise to a simple algorithm which may be implemented in a few… 
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