Interval algorithm for random number generation

The problem of generating a random number with an arbitrary probability distribution by using a general biased M-coin is studied. An efficient and very simple algorithm based on the successive refinement of partitions of the unit interval (0, 1), which we call the interval algorithm, is proposed. A...

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Bibliographic Details

Published in:	IEEE transactions on information theory Vol. 43; no. 2; pp. 599 - 611
Main Authors:	Te Sun Han, Hoshi, M.
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.03.1997 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Algorithms Arithmetic Entropy Information processing Markov processes Numbers Partitioning algorithms Probability distribution Random number generation Stochastic processes Sun Tellurium Upper bound
ISSN:	0018-9448, 1557-9654
Online Access:	Get full text
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