Title :
Table-Lookup Methods for Generating Arbitrary Random Numbers
Author :
Mitchell, Richard L. ; Stone, C.R.
Author_Institution :
Mark Resources, Inc.
Abstract :
Extremely fast table-lookup procedures are described for generating random numbers from an arbitrary distribution on a digital computer. The procedures sacrifice some accuracy in order to achieve this speed, but the accuracy is sufficient for most types of Monte-Carlo simulations. A method is given to eliminate the error associated with truncation for distribution functions with an infinite domain. The performance of the table-lookup methods is examined for a few common distribution functions.
Keywords :
Random number generator, simulation, table lookup; Computational modeling; Computer errors; Distributed computing; Distribution functions; Inverse problems; Random number generation; Random variables; Table lookup; Random number generator, simulation, table lookup;
Journal_Title :
Computers, IEEE Transactions on
DOI :
10.1109/TC.1977.1674735
