| Document Date: 2006-10-24 05:17:21
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Company Monte Carlo / / Facility library UNU.RAN / Gnu Scientific Library / C library UNU.RAN / UNU.RAN library / / IndustryTerm random variate generation algorithms / numerical inversion algorithms / indexed search method / chosen algorithm / random vector generation algorithms / event simulation software / universal rejection algorithms / rejection algorithms / important algorithms / indexed search / faster algorithms / recent universal algorithms / software library / mathematical and statistical tools / rejection algorithm / universal algorithm / statistical computing / generation algorithms / blackbox algorithms / black-box algorithm / sequential search / black-box algorithms / universal algorithms / different general solutions / possible solutions / chapters collect algorithms / possible applications / few random variate generation algorithms / efficient algorithms / automatic algorithms / / OperatingSystem Gnu / / Organization Book Chapter / / Person Luc Devroye / Lal / / Position Walker / researcher / programmer / / ProgrammingLanguage Java / C / / Technology black-box algorithms / sampling algorithm / random vector generation algorithms / recent universal algorithms / implemented algorithms / few random variate generation algorithms / random variate generation algorithms / 9 algorithms / blackbox algorithms / chosen algorithm / numerical inversion algorithms / important algorithms / efficient algorithms / Java / chapters collect algorithms / API / universal algorithm / rejection algorithms / black-box algorithm / universal rejection algorithms / rejection algorithm / proposed algorithms / universal algorithms / UNU.RAN algorithms / simulation / 15 algorithms / generation algorithms / GUI / presented algorithms / / URL http /
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1 Introduction Non-uniform random variate generation is a small field of research somewhere between mathematics, statistics and computer science. It started in the fifties of the last century in the “stone-age” of