Sciweavers

16 search results - page 4 / 4
» An Introduction to Monte Carlo Methods and Rare Event Simula...
Sort
View
FPL
2008
Springer
111views Hardware» more  FPL 2008»
13 years 10 months ago
Sampling from the exponential distribution using independent Bernoulli variates
The exponential distribution is a key distribution in many event-driven Monte-Carlo simulations, where it is used to model the time between random events in the system. This paper...
David B. Thomas, Wayne Luk