An automatic method for generating random variates with a given characteristic function
SIAM Journal on Applied Mathematics
WSC '92 Proceedings of the 24th conference on Winter simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulating Size-constrained Galton-Watson Trees
SIAM Journal on Computing
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We derive an algorithm that requires uniformly bounded time to generate the sum of n iid uniform [0,1] random variables. The expected time spent on the computation of the density of the sum per generated random variate tends to zero as n →∞