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arXiv · 1304.1916

Optimal Discrete Uniform Generation from Coin Flips, and Applications

Jérémie Lumbroso
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Abstract

This article introduces an algorithm to draw random discrete uniform variables within a given range of size n from a source of random bits. The algorithm aims to be simple to implement and optimal both with regards to the amount of random bits consumed, and from a computational perspective---allowing for faster and more efficient Monte-Carlo simulations in computational physics and biology. I also provide a detailed analysis of the number of bits that are spent per variate, and offer some extensions and applications, in particular to the optimal random generation of permutations.

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BibTeXRIS

Jérémie Lumbroso. 2013-04-06. Optimal Discrete Uniform Generation from Coin Flips, and Applications. https://arxiv.org/abs/1304.1916

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