Related papers: Pattern block method for generating random numbers…
The Ziggurat Algorithm is a very fast rejection sampling method for generating PseudoRandom Numbers (PRNs) from common statistical distributions. The algorithm divides a distribution into rectangular layers that stack on top of each other…
Rejection sampling is a popular method used to generate numbers that follow some given distribution. We study the use of this method to generate random numbers in the unit interval from increasing probability density functions. We focus on…
The Boltzmann model for the random generation of "decomposable" combinatorial structures is a set of techniques that allows for efficient random sampling algorithms for a large class of families of discrete objects. The usual requirement of…
We present a modified Ziggurat algorithm that could generate a random number from all unimodal and unbounded PDFs. For PDFs that have unbounded density and/or unbounded support we use a combination of nonlinear mapping function and…
We report on experiments with the ziggurat algorithm for generating Gaussian distributed random numbers. The study utilizes our open source Java implementation that was introduced originally for Java 11 at a time when the Java API only…
{\em Ziggurat} and {\em Monty Python} are two fast and elegant methods proposed by Marsaglia and Tsang to transform uniform random variables to random variables with normal, exponential and other common probability distributions. While the…
This work introduces two new techniques for random number generation with any prescribed nonlinear distribution based on the k-vector methodology. The first approach is based on inverse transform sampling using the optimal k-vector to…
Randomized iterative algorithms, such as the randomized Kaczmarz method and the randomized Gauss-Seidel method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our…
A method for generating random $U(1)$ variables with Boltzmann distribution is presented. It is based on the rejection method with transformation of variables. High efficiency is achieved for all range of temparatures or coupling…
A random number generator is proposed based on a theorem about existence of chaos in fixed point iteration of x= cot2(x). Digital computer simulation of this function iteration exhibits random behavior. A method is proposed to extract…
We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials…
Goulden and Jackson introduced a very powerful method to study the distributions of certain consecutive patterns in permutations, words, and other combinatorial objects which is now called the cluster method. There are a number of natural…
Random number generation is a key technology that is useful in a variety of ways. Random numbers are often used to generate keys for data encryption. Random numbers generated at a sufficiently long length can encrypt sensitive data and make…
Algorithms for generating random numbers that follow a gamma distribution with shape parameter less than unity are proposed. Acceptance-rejection algorithms are developed, based on the generalized exponential distribution. The squeeze…
Random sampling is a technique for signal acquisition which is gaining popularity in practical signal processing systems. Nowadays, event-driven analog-to-digital converters make random sampling feasible in practical applications. A process…
In this note, we develop a novel algorithm for generating random numbers from a distribution with a probability density function proportional to $\sin^k(x)$, $x \in (0,\pi)$ and $k \geq 1$. Our algorithm is highly efficient and is based on…
Fast secure random number generation is essential for high-speed encrypted communication, and is the backbone of information security. Generation of truly random numbers depends on the intrinsic randomness of the process used and is usually…
Randomly generating structured objects is important in testing and optimizing functional programs, whereas generating random $'l$-terms is more specifically needed for testing and optimizing compilers. For that a tool called QuickCheck has…
A natural approach to software quality assurance consists in writing unit tests securing programmer-declared code invariants. Throughout the literature a great body of work has been devoted to tools and techniques automating this…
The randomized projection (RP) method is a simple iterative scheme for solving linear feasibility problems and has recently gained popularity due to its speed and low memory requirement. This paper develops an accelerated variant of the…