Generating discrete random variables in a computer

An Efficient Method for Generating Discrete Random Variables with General Distributions

ACM Transactions on Mathematical Software (TOMS)

A fast procedure for generating normal random variables

Communications of the ACM

A fast procedure for generating exponential random variables

Communications of the ACM

Discrete univariate random variate generation

WSC '83 Proceedings of the 15th conference on Winter simulation - Volume 1

The alias and alias-rejection-mixture methods for generating random variables from probability distributions

WSC '79 Proceedings of the 11th conference on Winter simulation - Volume 1

General fast generation of random variables for discrete distributions

ACM SIGSIM Simulation Digest - Why an editor resigns

Efficient kinetic Monte Carlo simulation

Journal of Computational Physics

Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2

Computational Statistics & Data Analysis