A linear algorithm for generating random numbers with a givendistribution |
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Authors: | Vose M.D. |
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Affiliation: | Dept. of Comput. Sci., Tennessee Univ., Knoxville, TN; |
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Abstract: | Let ξ be a random variable over a finite set with an arbitrary probability distribution. Improvements to a fast method of generating sample values for ξ in constant time are suggested. The proposed modification reduces the time required for initialization to O( n). For a simple genetic algorithm, this improvement changes an O(g n 1n n) algorithm into an O(g n) algorithm (where g is the number of generations, and n is the population size) |
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