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New fast method for generating discrete random numbers with arbitrary frequency distributions

New fast method for generating discrete random numbers with arbitrary frequency distributions

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A new method for generating discrete random numbers with arbitrary amplitude/frequency distributions is presented. It consists essentially of amplitude manipulation of uniformly distributed, statistically independent sequential numbers. A digital-hardware implementation of the system features fast single-clock operation, with good statistical properties, and is well suited to software implementation.

References

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      • J.K. Moss , R.J. Simpson , W. Tempest . A pseudo-random pulse train generator with controllable rate for modelling of audiometric systems. Radio & Electron. Eng. , 419 - 424
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      • Walker, A.J.: `Studies on pseudo-random number generators for use in traffic simulators', 1973, M.Sc. thesis, University of the Witwatersrand, South Africa.
    3. 3)
      • G. Marsaglia . Generating discrete random variables in a computer. Commun. ACM , 37 - 38
    4. 4)
      • J.S. Sobolewski , W.H. Payne . Pseudo-noise with arbitrary amplitude distribution. IEEE Trans. , 924 - 938
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