Multiple use of random numbers in discrete-event simulation

✍ Scribed by Thomas Kämpke

• Publisher: Elsevier Science
• Year: 1989
• Tongue: English
• Weight: 444 KB
• Volume: 31
• Category: Article
• ISSN: 0378-4754
• DOI: 10.1016/0378-4754(89)90156-0

✦ Synopsis

A method is presented for using a single (0,l) uniform random number to yield stochastically independent random numbers having a given finite distribution.

The adaption of the alias method to the given procedure is outlined. An application to simulate Brownian motion is given.