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arXiv · 2607.21275

The acceptance-complement method revisited

Luc Devroye
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Abstract

We revisit the acceptance-complement method in random variate generation and show how it can replace the rejection method in many examples. While the rejection method has geometrically distributed execution times, the acceptance-complement method has a constant (deterministic) run time and qualifies as a ``one-liner''. We show how this method can be used to efficiently generate random variates from several distributions, such as the gamma and beta. In addition, we show that there is an acceptance-complement method that is valid for all log-concave densities with known location of the mode and black-box type access to the density.

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Luc Devroye. 2026-07-23. The acceptance-complement method revisited. https://arxiv.org/abs/2607.21275

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