@GSMC/정문열: Generative Art
Inversion Method
maetel
2008. 3. 8. 15:19
Non-Uniform Random Variate Generation
(originally published with Springer-Verlag, New York, 1986)
Luc Devroye
School of Computer Science
McGill University
III. DISCRETE RANDOM VARIATES 83
1. Introduction. 83
2. The inversion method. 85
2.1. Introduction. 85
2.2. Inversion by truncation of a continuous random variate. 87
http://en.wikipedia.org/wiki/Variate
http://en.wikipedia.org/wiki/Exponential_decay
http://en.wikipedia.org/wiki/Poisson_distribution
(originally published with Springer-Verlag, New York, 1986)
Luc Devroye
School of Computer Science
McGill University
III. DISCRETE RANDOM VARIATES 83
1. Introduction. 83
2. The inversion method. 85
2.1. Introduction. 85
2.2. Inversion by truncation of a continuous random variate. 87
http://en.wikipedia.org/wiki/Variate
http://en.wikipedia.org/wiki/Exponential_decay
http://en.wikipedia.org/wiki/Poisson_distribution