NON-UNIFORM RANDOM VARIATE GENERATION Luc Devroye. Incremental Evolution of Cellular Automata for Random Number Generation. The design complexity and computation efficiency. Full-text PDF Free Access. A note on approximation in random variate generation, J. Simulation 14 (1981/82). The complexity of nonuniform random number generation. Computational Complexity of Rule Distributions. The complexity classes of these languages are investigated. Mathematics of Computation. Accuracy in random number generation. Author: John F. Monahan. Journal. Math. 4. Primary 6. 5C1. 0; Secondary 6. U2. 0. Math. Sci. Net review: 8. 04. Full- text PDFFree Access. Abstract . These in turn impose a bias on the simulation results. An ideal discrete approximation of a continuous distribution and a measure of error are proposed. Heuristic analysis of common methods for transforming uniform deviates to other continuous random variables is discussed. Comments and recommendations are made for the design of algorithms to reduce the bias and avoid overflow problems. Translated from the Swedish by Ned Anderson. Prentice- Hall Series in Automatic Computation. Davis and Philip. Rabinowitz, Methods of numerical integration, Academic Press. Computer Science and Applied Mathematics. MR. Devroye, A note on approximation in random variate generation. J. Simulation 1. 4 (1. MR. 6. 51. 48. 1, 1. U. Ahrens, A combinatorial method for the generation of normally. Computing (Arch. Rechnen). English, with German. Forsythe, von Neumann’s comparison method. Math. Comp. 2. 6 (1. MR. 0. 31. 58. 63, 1. S0. 02. 5- 5. 71. J. Science and Statist.: Proc. Eddy, ed.), Springer- Verlag, Berlin and New York, 1. Yao, The complexity of nonuniform random number generation. Algorithms and complexity (Proc. Sympos., Carnegie- Mellon Univ.. Pittsburgh, Pa., 1. Academic Press, New York, 1. I, 4th ed., Springer- Verlag. New York- Heidelberg, 1. Graduate Texts in Mathematics, Vol. Monahan, Extensions of von Neumann’s. Math. MR. 5. 28. 05. S0. 02. 5- 5. 71. R. Anderson, transl.), Prentice- Hall, Englewood Cliffs, N. MR 0. 36. 83. 79 (5. P. Rabinowitz, Numerical Integration, Academic Press, New York, 1. MR 0. 44. 88. 14 (5. L. MR 6. 51. 48. 1 (8. U. MR 0. 38. 87. 27 (5. G. MR 0. 31. 58. 63 (4. J. Science and Statist.: Proc. Eddy, ed.), Springer- Verlag, Berlin and New York, 1. Traub, ed.), Academic Press, New York, 1. MR 0. 43. 16. 01 (5. P. Loeve, Probability Theory, 4th ed., Springer- Verlag, Berlin and New York, 1. MR 0. 65. 10. 17 (5. J. MR 5. 28. 05. 8 (8.
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