Abstract
We have Illustrated how algorithms can be sped up if we are willing to compute certain constants beforehand. For example, when a discrete random varlate is generated by the inversion method, it pays to compute and store the individual probabilities p n beforehand. This information can speed up sequential search, or could be used in the method of guide tables. For continuous random varlates, the same remains true. Because we know many ultra fast discrete random varlate generation methods, but very few fast continuous random varlate generation techniques, there is a more pressing need for acceleration in the continuous case. Globally speaking, dlscretlzlng the problem speeds generation.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1986 Springer Science+Business Media New York
About this chapter
Cite this chapter
Devroye, L. (1986). Table Methods for Continuous Random Variates. In: Non-Uniform Random Variate Generation. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8643-8_8
Download citation
DOI: https://doi.org/10.1007/978-1-4613-8643-8_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4613-8645-2
Online ISBN: 978-1-4613-8643-8
eBook Packages: Springer Book Archive