General fast generation of random variables for discrete distributions

Authors:
Theodore Brown
Affiliations:
Queens College of CUNY, Flushing, N.Y.
Venue:
ACM SIGSIM Simulation Digest - Why an editor resigns
Year:
1980

Citing 4
Cited 0

An Efficient Method for Generating Discrete Random Variables with General Distributions

ACM Transactions on Mathematical Software (TOMS)
Generating discrete random variables in a computer

Communications of the ACM
Simulation Using GPSS

Simulation Using GPSS
Application of GPSS Five to Discrete System Simulation

Application of GPSS Five to Discrete System Simulation

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Abstract

Recently a new method, the alais method has been introduced for generating a discrete, finite valued distribution (1, 2). The method is exceptionally fast and can be broadly applied. It should have wide appeal. The purpose of this note is to introduce the method, place it in prospective with other fast, generally applied methods and to provide a Fortran program to generate constants needed by the method for any given distribution.