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On the use of random numbers in asynchronous simulation via rollback

โœ Scribed by John N. Tsitsiklis


Book ID
113163461
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
850 KB
Volume
31
Category
Article
ISSN
0020-0190

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๐Ÿ“œ SIMILAR VOLUMES


Multiple use of random numbers in discre
โœ Thomas Kรคmpke ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 444 KB

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.