Interval algorithm for random number generation
Interval algorithm for random number generation
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DOI：
10.1109/18.556116
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发表时间：
1997-03-01
影响因子：
2.5
通讯作者：
Hoshi, M
中科院分区：
文献类型：
--
作者：
Han, TS;Hoshi, M
研究了使用一般偏置 M 币生成具有任意概率分布的随机数的问题，提出了一种基于单位区间 [0, 1) 分区的连续细化的高效且非常简单的算法，我们称之为区间算法，给出了对效率的相当严格的评估，研究了区间算法对以下情况的推广：1）输出序列 独立同分布 (i.i.d.)； 2) 输出序列为马尔可夫； 3) 输入序列为马尔可夫； 4）输入序列和输出序列都服从任意随机过程。
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 fairly tight evaluation on the efficiency is given, Generalizations of the interval algorithm to the following cases are investigated: 1) output sequence is independent and identically distributed (i.i.d.); 2) output sequence is Markov; 3) input sequence is Markov; 4) input sequence and output sequence are both subject to arbitrary stochastic processes.