Abstract
We use several statistics on digital search trees (tries) to analyze in detail an almost optimal algorithm for generating an exponentially distributed variate. The algorithm, based on ideas of J. von Neumann, is due to Knuth and Yao. We establish that it can generate k bits of an exponentially distributed variate in about k+5.67974692 coin flippings. This result is presented together with companion estimates on the distribution of costs; it answers an open problem of Knuth and Yao.
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P. FLAJOLET, D. SOTTEAU "A recursive partitionning process of computer science" in II World Conference on Mathematics at the Service of Man, Las Palmas (1982), pp. 25–30.
D.E. KNUTH "The Art of Computer Programming" Vol. 3 Sorting and Searching, Addison Wesley, Reading 1973.
D.E. KNUTH, A.C. YAO "The complexity of nonuniform random number generation" in Algorithms and Complexity, Academic Press, New-York (1976).
J. VON NEUMANN "Various techniques used in connection with random digits" notes by G.E. Forsythe, National Bureau of Standards, Applied Math Series, 12 (1951). Reprinted in Von Neumann's Collected Works 5 (Pergamon Press, 1963), pp. 768–770.
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© 1983 Springer-Verlag Berlin Heidelberg
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Flajolet, P., Saheb, N. (1983). Digital search trees and the generation of an exponentially distributed variate. In: Ausiello, G., Protasi, M. (eds) CAAP'83. CAAP 1983. Lecture Notes in Computer Science, vol 159. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-12727-5_13
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DOI: https://doi.org/10.1007/3-540-12727-5_13
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