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Complexity Questions in Non-Uniform Random Variate Generation

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Abstract

In this short note, we recall the main developments in non-uniform random variate generation, and list some of the challenges ahead.

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Authors and Affiliations

  1. School of Computer Science, McGill University, Montreal, Canada, H3A 2K6

    Luc Devroye

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  1. Luc Devroye
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Correspondence to Luc Devroye .

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  1. Centre de Recherche INRIA Paris-Rocquenc, Domaine de Voluceau, Le Chesnay cedex, 78153, France

    Yves Lechevallier

  2. , chaire de statistique appliquée, CNAM, rue Saint Martin 292, Paris, 75003, France

    Gilbert Saporta

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Devroye, L. (2010). Complexity Questions in Non-Uniform Random Variate Generation. In: Lechevallier, Y., Saporta, G. (eds) Proceedings of COMPSTAT'2010. Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-2604-3_1

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