Generation of Bernoulli processes

  • Authors:

  • R. Y. Rubinstein;I. Weissman

  • Affiliations:

  • Faculty of Industrial Engineering and Management, Technion - Israel Institute of Technology, Haifa, Israel;Faculty of Industrial Engineering and Management, Technion - Israel Institute of Technology, Haifa, Israel

  • Venue:
  • Operations Research Letters
  • Year:
  • 1984

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Abstract

We consider five different algorithms for generating Bernoulli processes and discuss their efficiency. Simulation results are presented as well.