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Specialized Algorithms

In: Non-Uniform Random Variate Generation

Author

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  • Luc Devroye

    (McGill University, School of Computer Science)

Abstract

The main techniques for random varlate generation were developed in chapters II and III. These will be supplemented in this chapter with a host of other techniques: these include historically important methods (such as the Forsythe-von Neumann method), methods based upon specific properties of the uniform distribution (such as the polar method for the normal density), methods for densities that are given as convergent series (the series method) and methods that have proven particularly successful for many distributions (such as the ratlo-of-unlforms method).

Suggested Citation

  • Luc Devroye, 1986. "Specialized Algorithms," Springer Books, in: Non-Uniform Random Variate Generation, chapter 0, pages 118-205, Springer.
  • Handle: RePEc:spr:sprchp:978-1-4613-8643-8_4
    DOI: 10.1007/978-1-4613-8643-8_4
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