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A portable random number generator well suited for the rejection method
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Authors:
W. Hörmann
Univ. of Economics and Business Administration, Vienna, Austria
G. Derflinger
Univ. of Economics and Business Administration, Vienna, Austria
Published in:
· Journal
ACM Transactions on Mathematical Software (TOMS)
TOMS Homepage
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Volume 19 Issue 4, Dec. 1993
Pages 489-495
ACM
New York, NY
, USA
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doi>
10.1145/168173.168414
1993 Article
Bibliometrics
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Tags:
algorithms
linear congruential generator
portability
quality of nonuniform random numbers
random number generation
rejection method
uniform random number generator
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