The problem of constructing efficient methods for generating uniformly distributed random numbers from nonuniformly distributed ones with a given arbitrarily small error is considered. An estimate of the complexity of these methods is given as a function of the error, which is measured as the deviation of numbers generated from uniformly distributed. Methods whose complexity is lower in order than that of known methods are proposed.
Problems of Information Transmission – Springer Journals
Published: Oct 13, 2004
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