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2004 | OriginalPaper | Chapter

Methods Based on General Inequalities

Authors : Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger

Published in: Automatic Nonuniform Random Variate Generation

Publisher: Springer Berlin Heidelberg

Included in: Professional Book Archive

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The methods developed in Chaps. 4 and 5 result in fast algorithms at the price of a complex and expensive setup. In this chapter we do it the other way round and try to find methods with hardly any setup by means of universal inequalities. The resulting algorithms are short and more robust against round-off errors since no complicated hat function has to be computed.

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Metadata
Title
Methods Based on General Inequalities
Authors
Wolfgang Hörmann
Josef Leydold
Gerhard Derflinger
Copyright Year
2004
Publisher
Springer Berlin Heidelberg
Book
Automatic Nonuniform Random Variate Generation

Print ISBN: 978-3-642-07372-4

Electronic ISBN: 978-3-662-05946-3

Copyright Year: 2004

DOI
https://doi.org/10.1007/978-3-662-05946-3_6

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