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cs.MS2009★ 10 cited
Random numbers from the tails of probability distributions using the transformation method
Daniel Fulger, Enrico Scalas, Guido Germano
The speed of many one-line transformation methods for the production of, for example, Levy alpha-stable random numbers, which generalize Gaussian ones, and Mittag-Leffler random nu…
cs.MS2009★ 1 cited
Automatic generation of non-uniform random variates for arbitrary pointwise computable probability densities by tiling
Daniel Fulger, Guido Germano
We present a rejection method based on recursive covering of the probability density function with equal tiles. The concept works for any probability density function that is point…