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An Efficient Generation Method for Uniformly Distributed Random Numbers

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Abstract

The problem of constructing efficient methods for generating uniformly distributed random numbers from nonuniformly distributed ones with a given arbitrarily small error is considered. An estimate of the complexity of these methods is given as a function of the error, which is measured as the deviation of numbers generated from uniformly distributed. Methods whose complexity is lower in order than that of known methods are proposed.

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Ryabko, B.Y., Matchikina, E.P. An Efficient Generation Method for Uniformly Distributed Random Numbers. Problems of Information Transmission 38, 20–25 (2002). https://doi.org/10.1023/A:1020086005055

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  • DOI: https://doi.org/10.1023/A:1020086005055

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