In this paper, we face the problem of simulating discrete random variables with general and varying distribution in a scalable framework, where fully parallelizable operations should be preferred. Compared with classical algorithms, we add randomness, that will be analyzed with a fully parallelizable operation, and we leave the final simulation of the random variable to a single associative operator. We characterize the set of algorithms that work in this way, and some classes of them related to an additive or multiplicative local noise. As a consequence, we could define a natural way to solve some popular simulation problems.
Generation of discrete random variables in scalable framework / G. Aletti. - (2016 Nov 21).
Generation of discrete random variables in scalable framework
G. AlettiPrimo
2016
Abstract
In this paper, we face the problem of simulating discrete random variables with general and varying distribution in a scalable framework, where fully parallelizable operations should be preferred. Compared with classical algorithms, we add randomness, that will be analyzed with a fully parallelizable operation, and we leave the final simulation of the random variable to a single associative operator. We characterize the set of algorithms that work in this way, and some classes of them related to an additive or multiplicative local noise. As a consequence, we could define a natural way to solve some popular simulation problems.File | Dimensione | Formato | |
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