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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Veröffentlicht in:Proceedings of the 21st conference on Winter simulation S. 477 - 483
1. Verfasser: Dieter, U.
Format: Tagungsbericht
Sprache:Englisch
Veröffentlicht: New York, NY, USA ACM 01.10.1989
Schriftenreihe:ACM Conferences
Schlagworte:
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-Zugang:Volltext
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Zusammenfassung: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.
Bibliographie:SourceType-Conference Papers & Proceedings-1
ObjectType-Conference Paper-1
content type line 25
ISBN:0911801588
9780911801583
DOI:10.1145/76738.76800