Random variate generation for Monte Carlo experiments. (English) Zbl 0573.65004

This survey paper describes very briefly the majority of methods for computing general (pseudo) random numbers from the uniformly distributed ones. These methods are: inverse of distribution functions, composition, acceptance/rejection, competing risks, thinning, special relations. The paper gives formulas and algorithms (in FORTRAN).
Reviewer: J.Král


65C10 Random number generation in numerical analysis
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