A Quasi-Monte Carlo Implementation Of The Ziggurat Method

MONTE CARLO METHODS AND APPLICATIONS（2018）

引用 2|浏览13

暂无评分

摘要

The ziggurat method is a fast random variable generation method introduced by Marsaglia and Tsang in a series of papers. We discuss how the ziggurat method can be implemented for low-discrepancy sequences, and present algorithms and numerical results when the method is used to generate samples from the normal and gamma distributions.

查看译文

关键词

Ziggurat method, low-discrepancy sequences, quasi-Monte Carlo, normal distribution, gamma distribution

AI 理解论文

溯源树

样例

生成溯源树，研究论文发展脉络

Chat Paper

正在生成论文摘要