An Efficient Method for Generating Discrete Random Variables with General Distributions

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An Efficient Method for Generating Discrete Random Variables with General Distributions

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 3 , Issue 3 (September 1977) table of contents

Pages: 253 - 256

Year of Publication: 1977

ISSN:0098-3500

Author

Alastair J. Walker

Department of Electrical Engineering, University of Witwatersrand, 1 Jan Smuts Ave., Johnnesburg 2001, South Africa

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 23, Downloads (12 Months): 196, Citation Count: 32

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	G. Marsaglia, Generating discrete random variables in a computer, Communications of the ACM, v.6 n.1, p.37-38, Jan. 1963 [doi>10.1145/366193.366228]
	2	John S. Ramberg , Bruce W. Schmeiser, An approximate method for generating symmetric random variables, Communications of the ACM, v.15 n.11, p.987-990, Nov. 1972 [doi>10.1145/355606.361888]
	3	SOBOLEWSKI, J.S , AND PAYNE, W.H. Pseudo-noise with arbitrary amplitude distribution. 1EEE Trans. Computers C-21 (1972), 337-345.
	4	WALKER, A.J Fast generation of uniformly distrlbuted pseudorandom numbers with floating point representation. Electron. Lett. 10, 25/26 (1974), 553-554.
	5	WALKER, A J. New fast method for generating discrete random numbers with arbitrary frequency distributions. Electron. Lett 10, 8 (1974), 127-128.

CITED BY 32

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	Christos Alexopoulos , George S. Fishman, Sensitivity analysis with regard to capacity expansion in network flow simulation, Proceedings of the 22nd conference on Winter simulation, p.317-322, December 09-12, 1990, New Orleans, Louisiana, United States
	Stephen C. Hora, Estimation of the inverse function for random variate generation, Communications of the ACM, v.26 n.8, p.590-594, Aug. 1983
	Richard A. Kronmal , Arthur V. Peterson, The alias and alias-rejection-mixture methods for generating random variables from probability distributions, Proceedings of the 11th conference on Winter simulation, p.269-280, December 03-05, 1979, San Diego, California, United States
	Russell C. H. Cheng, Distribution fitting and random number and variate generation, Proceedings of the 24th conference on Winter simulation, p.74-81, December 13-16, 1992, Arlington, Virginia, United States
	Voratas Kachitvichyanukul , Bruce W. Schmeiser, Binomial random variate generation, Communications of the ACM, v.31 n.2, p.216-222, Feb. 1988
	Luc Devroye, Generation of random objects, Proceedings of the 24th conference on Winter simulation, p.270-279, December 13-16, 1992, Arlington, Virginia, United States
	Luc Devroye, Sample-based non-uniform random variate generation, Proceedings of the 18th conference on Winter simulation, p.260-265, December 08-10, 1986, Washington, D.C., United States
	Soumyadip Ghosh , Shane G. Henderson, Chessboard distributions, Proceedings of the 33nd conference on Winter simulation, December 09-12, 2001, Arlington, Virginia
	Dimitrios Stiliadis , Anujan Varma, A reconfigurable hardware approach to network simulation, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.7 n.1, p.131-156, Jan. 1997
	I. Deak, The economical method for generating random samples from discrete distributions, ACM Transactions on Mathematical Software (TOMS), v.12 n.1, p.34-36, March 1986
	Tapas K. Sarkar, A composition-alias method for generating gamma variates with shape parameter greater than 1, ACM Transactions on Mathematical Software (TOMS), v.22 n.4, p.484-492, Dec. 1996
	Russell C. H. Cheng, Selecting input models and random variate generation, Proceedings of the 25th conference on Winter simulation, p.34-40, December 12-15, 1993, Los Angeles, California, United States
	Voratas Kachitvichyanukul, Discrete univariate random variate generation, Proceedings of the 15th conference on Winter simulation, p.179-188, December 12-14, 1983, Arlington, Virginia, United States
	Julian V. Noble, The Full Monte, Computing in Science and Engineering, v.4 n.3, p.76-81, May 2002
	Theodore Brown, General fast generation of random variables for discrete distributions, ACM SIGSIM Simulation Digest, v.11 n.3-4, p.73-75, Spring-Summer 1980
	M. S. Obaidat , G. I. Papadimitriou , A. S. Pomportsis, Efficient fast learning automata, Information Sciences—Informatics and Computer Science: An International Journal, v.157 n.1-2, p.121-133, December 2003
	Michael D. Vose, A Linear Algorithm for Generating Random Numbers with a Given Distribution, IEEE Transactions on Software Engineering, v.17 n.9, p.972-975, September 1991
	P. Heidelberger , D. M. Nicol, Conservative Parallel Simulation of Continuous Time Markov Chains Using Uniformization, IEEE Transactions on Parallel and Distributed Systems, v.4 n.8, p.906-921, August 1993
	Debora Donato , Luigi Laura , Stefano Leonardi , Stefano Millozzi, Simulating the Webgraph: A Comparative Analysis of Models, Computing in Science and Engineering, v.6 n.6, p.84-89, November 2004
	David B. Thomas , Wayne Luk , Philip H.W. Leong , John D. Villasenor, Gaussian random number generators, ACM Computing Surveys (CSUR), v.39 n.4, p.11-es, 2007
	Anne Bouillard , Bruno Gaujal, Backward coupling in petri nets, Proceedings of the 1st international conference on Performance evaluation methodolgies and tools, October 11-13, 2006, Pisa, Italy
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	Alexandr Malusek , Michael Sandborg , Gudrun Alm Carlsson, CTmod-A toolkit for Monte Carlo simulation of projections including scatter in computed tomography, Computer Methods and Programs in Biomedicine, v.90 n.2, p.167-178, May, 2008
	Stephen Baumert , Archis Ghate , Seksan Kiatsupaibul , Yanfang Shen , Robert L. Smith , Zelda B. Zabinsky, Discrete Hit-and-Run for Sampling Points from Arbitrary Distributions Over Subsets of Integer Hyperrectangles, Operations Research, v.57 n.3, p.727-739, May 2009
	J. Cole Smith , Sheldon H. Jacobson, An Analysis of the Alias Method for Discrete Random-Variate Generation, INFORMS Journal on Computing, v.17 n.3, p.321-327, Summer 2005
	Sonia Malefaki , George Iliopoulos, Short Communication: Simulating from a multinomial distribution with large number of categories, Computational Statistics & Data Analysis, v.51 n.12, p.5471-5476, August, 2007
	Per-Erik Hagmark, On construction and simulation of count data models, Mathematics and Computers in Simulation, v.77 n.1, p.72-80, February, 2008
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	Kouki Fukui , Synge Todo, Order-N cluster Monte Carlo method for spin systems with long-range interactions, Journal of Computational Physics, v.228 n.7, p.2629-2642, April, 2009
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INDEX TERMS

Primary Classification:
G. Mathematics of Computing
G.2 DISCRETE MATHEMATICS

General Terms:
Design, Performance, Theory

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