Dynamic Generation of Discrete Random Variates
نویسندگان
چکیده
منابع مشابه
Efficient Generation of PH-Distributed Random Variates
Phase-type (PH) distributions are being used to model a wide range of phenomena in performance and dependability evaluation. The resulting models may be employed in analytical as well as in simulationdriven approaches. Simulations require the efficient generation of random variates from PH distributions. PH distributions have different representations and different associated computational cost...
متن کاملDynamic Generation of Discrete Random Variates1
We present and analyze e cient new algorithms for generating a random variate distributed according to a dynamically changing set of weights. The base version of each algorithm generates the discrete random variate in O(log N) expected time and updates a weight in O(2log N ) expected time in the worst case. We then show how to reduce the update time to O(log N) amortized expected time. The algo...
متن کاملSimulating theta random variates
We develop an exact simple random variate generator for the theta distribution, which occurs as the limit distribution of the height of nearly all models of uniform random trees. Even though the density is only known as an infinite sum of functions, our algorithm does not require any summation. The properties of the theta distribution with distribution function F(x)= ~ (1-2j2x2)e-J2x2 j~-(x3 oo...
متن کاملExact and Efficient Generation of Geometric Random Variates and Random Graphs
The standard algorithm for fast generation of Erdős-Rényi random graphs only works in the Real RAM model. The critical point is the generation of geometric random variates Geo(p), for which there is no algorithm that is both exact and efficient in any bounded precision machine model. For a RAM model with word size w = Ω(log log(1/p)), we show that this is possible and present an exact algorithm...
متن کاملOn simulation of tempered stable random variates
Various simulation methods for tempered stable random variates with stability index greater than one are investigated with a view towards practical implementation, in particular cases of very small scale parameter, which correspond to increments of a tempered stable Lévy process with a very short stepsize. Methods under consideration are based on acceptance-rejection sampling, a Gaussian approx...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Theory of Computing Systems
سال: 2003
ISSN: 1432-4350,1433-0490
DOI: 10.1007/s00224-003-1078-6