Versatile algorithm for economical simulating one-dimensional random variables with continuous, monotone densities over bounded, closed intervals

Research output: Contribution to journal › Article › peer-review

Translated title of the contribution	Универсальный алгоритм для экономичного моделирования одномерных случайных величин с непрерывными монотонными плотностями на ограниченных замкнутых интервалах
Original language	English
Pages (from-to)	69-79
Number of pages	11
Journal	Monte Carlo Methods and Applications
Volume	32
Issue number	1
DOIs	https://doi.org/10.1515/mcma-2026-2003
Publication status	Published - 20 Feb 2026

Computer modelling (sampling, generating) of sample values of one-dimensional random variables, computationally expensive formulas of the inverse distribution function method, custom-built dialog computer system PrEMA, economical double-sided rejection algorithm, piecewise constant majorant and minorant, probability equalization, standard pseudo-random number generators

ID: 85086915