Multiple use of random numbers in discrete-event simulation
A method is presented for using a single (0, 1) uniform random number to yield stochastically independent random numbers having a given finite distribution. The adaptation of the alias method to the given procedure is outlined. An application to simulate Brownian motion is given.
Year of publication: |
1989
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Authors: | Kämpke, Thomas |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 31.1989, 3, p. 171-176
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Publisher: |
Elsevier |
Saved in:
Online Resource
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