离散分布随机变量的一般快速生成

ACM Sigsim Simulation Digest Pub Date : 1980-09-01 DOI:10.1145/1102850.1102858

Theodore Brown

{"title":"离散分布随机变量的一般快速生成","authors":"Theodore Brown","doi":"10.1145/1102850.1102858","DOIUrl":null,"url":null,"abstract":"Recently a new method, the alais method has been introduced for generating a discrete, finite valued distribution (1, 2). The method is exceptionally fast and can be broadly applied. It should have wide appeal. The purpose of this note is to introduce the method, place it in prospective with other fast, generally applied methods and to provide a Fortran program to generate constants needed by the method for any given distribution.","PeriodicalId":138785,"journal":{"name":"ACM Sigsim Simulation Digest","volume":"65 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1980-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"General fast generation of random variables for discrete distributions\",\"authors\":\"Theodore Brown\",\"doi\":\"10.1145/1102850.1102858\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Recently a new method, the alais method has been introduced for generating a discrete, finite valued distribution (1, 2). The method is exceptionally fast and can be broadly applied. It should have wide appeal. The purpose of this note is to introduce the method, place it in prospective with other fast, generally applied methods and to provide a Fortran program to generate constants needed by the method for any given distribution.\",\"PeriodicalId\":138785,\"journal\":{\"name\":\"ACM Sigsim Simulation Digest\",\"volume\":\"65 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1980-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ACM Sigsim Simulation Digest\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1145/1102850.1102858\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACM Sigsim Simulation Digest","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1145/1102850.1102858","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 0

摘要

最近引入了一种新的方法，alais法，用于生成离散的有限值分布(1,2)。该方法异常快速，可以广泛应用。它应该具有广泛的吸引力。本文的目的是介绍该方法，将其与其他快速、普遍应用的方法相比较，并提供一个Fortran程序来为任何给定的发行版生成该方法所需的常量。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

General fast generation of random variables for discrete distributions

Recently a new method, the alais method has been introduced for generating a discrete, finite valued distribution (1, 2). The method is exceptionally fast and can be broadly applied. It should have wide appeal. The purpose of this note is to introduce the method, place it in prospective with other fast, generally applied methods and to provide a Fortran program to generate constants needed by the method for any given distribution.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

ACM Sigsim Simulation Digest

自引率

0.00%

发文量