Rapid generation of discrete random variates from general distri

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G06F 738

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044995512

ABSTRACT:
Method and apparatus for the rapid generation of discrete random variates, of a general probability distribution, from random variates of a uniform distribution uses simple logic and moderate storage requirements. Access to a first table at an address which is a function of a uniform variate gives the desired variate value directly for a large percentage of cases and in the remaining cases the desired variate value is obtained by an indexed search of a second table of cumulative distribution function values. Results of greater precision are realized in faster execution times with less logic complexity and reduced storage bulk as compared with prior methods and apparatus.

REFERENCES:
patent: 3703727 (1972-11-01), Knowlton
patent: 3984668 (1976-10-01), Zetterberg et al.
patent: 4121830 (1978-10-01), Buckley
patent: 4142240 (1979-02-01), Ward et al.
Mitchell et al., "Table-Lookup Methods for Generating Arbitrary Random Numbers", IEEE Trans. on Computers, vol. C-26, No. 10, Oct. 1977, pp. 1006-1008.
*Comm. of the ACM-Jan. 1963-"Generating Discrete Random Variables in a Computer"-G. Marsaglia.
*ACM Trans. on Math. Software-Sep. 1977-"An Efficient Method for Generating Discrete Random Variables with General Distributions"-A. J. Walker.
As discussed in specification.

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