ALGORITHMS FOR GENERATING DISCRETE RANDOM-VARIABLES WITH A GIVEN GENERATING FUNCTION OR A GIVEN MOMENT SEQUENCE

被引：9
作者：
DEVROYE, L
机构：
来源：
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1991年 / 12卷 / 01期
关键词：
GENERATING FUNCTION; RANDOM VARIATE GENERATION; ALGORITHMS; MOMENT PROBLEM; REJECTION METHOD; EXPECTED TIME ANALYSIS;
D O I：
10.1137/0912006
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The author presents and analyzes various algorithms for generating positive integer-valued random variables when the distribution is described either through the generating function sigma(i)infinity = 0 P(i)S(i) or via the sequence of moments.
引用
收藏
页码：107 / 126
页数：20
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