An Efficient Generation Method for Uniformly Distributed Random Numbers

Authors:
B. Ya. Ryabko;E. P. Matchikina
Affiliations:
-;-
Venue:
Problems of Information Transmission
Year:
2002

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Abstract

The problem of constructing efficient methods for generating uniformly distributed random numbers from nonuniformly distributed ones with a given arbitrarily small error is considered. An estimate of the complexity of these methods is given as a function of the error, which is measured as the deviation of numbers generated from uniformly distributed. Methods whose complexity is lower in order than that of known methods are proposed.