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THE ALIAS METHOD FOR SIMULATING DISTRIBUTION TABLES OF RANDOM VARIABLES

A. N. Zalyalov
VANT. Ser.: Mat. Mod. Fiz. Proc 2018. Вып.2. С. 55-61.

The paper considers the Alias method of simulating distribution tables of random variables. The original algorithm of preprocessing tables is described. Formulas are given for the simulation of multidimensional tabular distributions: discrete, piecewise linear, and piecewise constant (specified either by a histogram, or as a fraction of particles within each range of values) distributions.

Keywords: random variable, Alias method, distribution tables, the Monte Carlo method.







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