TY - JOUR
AU - Ökten, Giray
AB - AbstractThe ziggurat method is a fast random variable generation method introduced by Marsaglia and Tsang in a series of papers. We discuss how the ziggurat method can be implemented for low-discrepancy sequences, and present algorithms and numerical results when the method is used to generate samples from the normal and gamma distributions.
TI - A quasi-Monte Carlo implementation of the ziggurat method
JF - Monte Carlo Methods and Applications
DO - 10.1515/mcma-2018-0008
DA - 2018-06-01
UR - https://www.deepdyve.com/lp/de-gruyter/a-quasi-monte-carlo-implementation-of-the-ziggurat-method-ub0iDbLMI0
SP - 93
EP - 99
VL - 24
IS - 2
DP - DeepDyve
ER -