Results

**1 - 1**of**1**### GROUP-THEORETIC GENERATION OF NON-UNIFORM PSEUDO-RANDOM SEQUENCES FOR SIMULATION

, 2008

"... Abstract: Many applications involving statistical simulation, such as Monte Carlo methods, require non-uniform random sequences. These are usually created by first generating a uniform sequence and then using techniques such as rejection sampling or transformation. In this paper we introduce a new ..."

Abstract
- Add to MetaCart

(Show Context)
Abstract: Many applications involving statistical simulation, such as Monte Carlo methods, require non-uniform random sequences. These are usually created by first generating a uniform sequence and then using techniques such as rejection sampling or transformation. In this paper we introduce a new method to directly generate, without transformation or rejection, some non-uniform pseudo-random sequences. This method is a group-theoretic analogue of linear congruential pseudo-random number generation. We provide examples of such sequences, involving computations in Jacobian groups of plane algebraic curves, that have both good theoretical and statistical properties.