Non-Uniform Random Variate Generation

  title={Non-Uniform Random Variate Generation},
  author={Luc Devroye},
  • L. Devroye
  • Published 16 April 1986
  • Computer Science, Mathematics
This is a survey of the main methods in non-uniform random variate generation, and highlights recent research on the subject. Classical paradigms such as inversion, rejection, guide tables, and transformations are reviewed. We provide information on the expected time complexity of various algorithms, before addressing modern topics such as indirectly specified distributions, random processes, and Markov chain methods. Authors’ address: School of Computer Science, McGill University, 3480… 

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