Mathematical aspects of various methods for sampling from classical distributions

Simulations were one of the first subjects J.v. Neumann had in mind for applying computers. He recom- mended some methods for generating [0,1)-uniformly distributed random numbers which are out of use today. However, his ideas for sampling from non-uniform distributions are still widely used. Since...

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Bibliographic Details
Published in:	Proceedings of the 21st conference on Winter simulation pp. 477 - 483
Main Author:	Dieter, U.
Format:	Conference Proceeding
Language:	English
Published:	New York, NY, USA ACM 01.10.1989
Series:	ACM Conferences
Subjects:	Applied computing > Physical sciences and engineering > Engineering Mathematics of computing > Mathematical analysis > Integral equations Mathematics of computing > Probability and statistics > Probabilistic algorithms Mathematics of computing > Probability and statistics > Probabilistic reasoning algorithms > Markov-chain Monte Carlo methods Mathematics of computing > Probability and statistics > Probabilistic reasoning algorithms > Random number generation Mathematics of computing > Probability and statistics > Probabilistic reasoning algorithms > Sequential Monte Carlo methods
ISBN:	0911801588, 9780911801583
Online Access:	Get full text
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Summary:	Simulations were one of the first subjects J.v. Neumann had in mind for applying computers. He recom- mended some methods for generating [0,1)-uniformly distributed random numbers which are out of use today. However, his ideas for sampling from non-uniform distributions are still widely used. Since his 1951-paper is rather short, improvements and generalisations of his ideas have been found in the meantime. They will be discussed in this paper.
Bibliography:	SourceType-Conference Papers & Proceedings-1 ObjectType-Conference Paper-1 content type line 25
ISBN:	0911801588 9780911801583
DOI:	10.1145/76738.76800