Title :
Random number generation with cost by an interval algorithm
Author :
Hoshi, Mamoru ; Han, Te Sun
Author_Institution :
Univ. of Electro-Commun., Chofu, Japan
fDate :
29 Jun-4 Jul 1997
Abstract :
We consider the problem of generating an i.i.d. random sequence X n=X1···Xn (of length n) subject to a generic distribution q=(q1,q2 ,qN) by using a biased M-sided coin with probability p=(p1,p2···pM) and cost c=(c1,c2,cM) for each of M-sides
Keywords :
probability; random number generation; statistical analysis; biased M-sided coin; cost; generic distribution; i.i.d. random sequence generation; interval algorithm; probability; random number generation; sequence length; Costs; Equations; Partitioning algorithms; Random number generation; Random sequences; Sun; Tellurium;
Conference_Titel :
Information Theory. 1997. Proceedings., 1997 IEEE International Symposium on
Conference_Location :
Ulm
Print_ISBN :
0-7803-3956-8
DOI :
10.1109/ISIT.1997.613073