• Corpus ID: 16737179

Optimal Discrete Uniform Generation from Coin Flips, and Applications

@article{Lumbroso2013OptimalDU,
  title={Optimal Discrete Uniform Generation from Coin Flips, and Applications},
  author={J{\'e}r{\'e}mie O. Lumbroso},
  journal={ArXiv},
  year={2013},
  volume={abs/1304.1916}
}
This article introduces an algorithm to draw random discrete uniform variables within a given range of size n from a source of random bits. The algorithm aims to be simple to implement and optimal both with regards to the amount of random bits consumed, and from a computational perspective---allowing for faster and more efficient Monte-Carlo simulations in computational physics and biology. I also provide a detailed analysis of the number of bits that are spent per variate, and offer some… 

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