Algorithms for generating random variables with a rational probability-generating function |
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Authors: | E. Shmerling |
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Affiliation: | 1. Department of Computer Science and Mathematics, Ariel University, Ariel 40700, Israelefraimsh@ariel.ac.il |
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Abstract: | Two algorithms for generating random variables with a rational probability-generating function are presented. One of them implements the recently developed general range reduction method, and the other is an extension of the alias method designed for generating discrete finite-valued random variables to the case where the generated random variable is infinite-valued. An example of a random variable which was efficiently generated by random number generators implementing the presented algorithms is given. Possible ways of improving the complexity of the presented algorithms are discussed. |
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Keywords: | random number generation probability-generating function algorithm range reduction method alias method |
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