Complexity questions in non-uniform random variate generation

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Abstract

In this short note, we recall the main developments in non-uniform random variate generation, and list some of the challenges ahead. © Springer-Verlag Berlin Heidelberg 2010.

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Devroye, L. (2010). Complexity questions in non-uniform random variate generation. In Proceedings of COMPSTAT 2010 - 19th International Conference on Computational Statistics, Keynote, Invited and Contributed Papers (pp. 3–18). Springer Science and Business Media Deutschland GmbH. https://doi.org/10.1007/978-3-7908-2604-3_1

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