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| Авторизация |
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| Devroye L. — Non-Uniform Random Variate Generation |
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| Предметный указатель |
Probability vector 83
Projection method 572
Proportional squeeze method 57
Proportional squeeze method, application of 63
Proportional squeezing 56
Proschan, F. 260 277 343 356 742
Prufer's construction 662 663
Quantile 5
Quasi-empirical method of Bratley, Fox and Schrage 767
Quenouille, M.H. 488
Queueing system 735 755
Quick acceptance step 54
Quick elimination algorithm for generating the maximum 676
Quick elimination algorithm, analysis of 676
Quick elimination principle 675
Quick-and-dirty estimate 763
Quicksort 214
Raab — Green density 147
Raab — Green distribution, alternating series method for 158
Raab — Green distribution, improved alternating series method for 160
Raab, D.H. 158
Rabinowitz, M. 215 220
Rabinowitz, P. 701 704
Radial transformations 229
Radially symmetric distributions 225
Radially symmetric distributions, Johnson — Ramberg method for 237
Radially symmetric distributions, properties of 227
Rahman, NA. 24
Ramage, J.G. 379 380 383 390 391 446 454
Ramberg, J.S. 215 237 244 482 483 587 592
Random  table 608
Random table, conditional distribution method for 610
Random binary search tree 649 650
Random binary search tree, height of 651
Random binary tree 652
Random binary tree, decoding method for 657
Random binary tree, rejection method for 655
Random binary tree, sequential sampling for 656 657
Random bipartite graph 671
Random bipartite graphs, ball-in-urn method for 671
Random bit model 768
Random codeword 659
Random combinatorial objects 642
Random connected graph, rejection method for 669
Random correlation matrix 605
Random cubic graph 672
Random free tree 662 663
Random free tree with given number of nodes and leaves 666
Random graph 667
Random graph, rejection method for 672
Random heap 651
Random labeled free tree 663
Random orthogonal matrix 606 607
Random orthonormal matrix 607
Random partition 658 659
Random partition of integers 661
Random partition, coding function for 661
Random partition, recurrence-based method for 660
Random permutation 612 644 648
Random permutation, decoding method for 644
Random permutation, Robson's decoding method for 648
Random permutation, swapping method for 646
Random r-regular graph 672
Random rooted tree 658
Random rotation 607
Random sampling 611
Random string 673
Random string of balanced parentheses, sequential sampling for 657
Random subset, recurrence-based method for 647
Random sum 487
Random trie 651
Random uniform rotation 607
Random unlabeled free tree 666
Random variable 5
Random variate 2
Random vector 6
Random walk 470 654 749
Random walk, first return to origin 754
Random walk, properties of 751 752
Range of a uniform sample 213
Rank correlation 574
Rate function 250
Rate function, cyclic 256
Rate function, log-linear 259
Rate function, log-quadratic 259
Rate function, piecewise constant 259
Ratio of gamma random variables 428
Ratio-of-uniforms method 194
Ratio-of-uniforms method for Cauchy distribution 201
Ratio-of-uniforms method for exponential distribution 200
Ratio-of-uniforms method for gamma distribution 203 406
Ratio-of-uniforms method for normal distribution 199 380
Ratio-of-uniforms method for t distribution 200 204 446
Ratio-of-uniforms method for t3 distribution 202 449
Ratio-of-uniforms method with two-sided squeezing 197
Ratio-of-uniforms method, algorithm 196
Ratio-of-uniforms method, analysis of 204
Rayleigh distribution 176 469
Rayleigh distribution, inversion method for 29
Rayleigh distribution, relation to normal distribution 240 381
Record 649
Record time method for generating the maximum 679 680
Rectangle-wedge-tail method for exponential distribution 397
Rectangle-wedge-tail method for normal distribution 380
Rectangle-wedge-tail method, analysis of 399
Rectangular rule 700
Recurrence for combinatorial objects 646
Recurrence-based method for random partition 660
Recurrence-based method for random subset 647
Recursive generator 181
Recursive method for binomial distribution 523 536 537 545
Recursive method for Poisson distribution 518
Recursive methods based upon representations 180
Recycling random variates 58
Reeves's model 738 740
Reeves's model, analysis of 741 744 745 748
Reeves, C.M. 737 741 743 747
Regenerative phenomena 749
Regula falsi method 33
Regular density 719
Rejection constant 42
Rejection method for Bartlett's kernel 765
Rejection method for beta distribution 432
Rejection method for binomial distribution 115 523 526 529 533 543
Rejection method for bounded densities with compact support 43
Rejection method for characteristic function 697
Rejection method for discrete normal distribution 117
Rejection method for discrete random variates 113
Rejection method for exponential power distribution 302
Rejection method for Fejer — de la Vallee Poussin density 187
Rejection method for first return to origin in random walk 754
Rejection method for first-passage-time in M/M/1 queue 757
Rejection method for gamma distribution 48 132 304 405 415 419 426
Rejection method for generalized inverse gaussian distribution 479 480
Rejection method for hyperbolic distribution 483
Rejection method for hyperbolic secant distribution 472
Rejection method for hypergeometric distribution 545
Rejection method for Lipschitz densities 63
Rejection method for log-concave densities 291 292 298 301
Rejection method for logarithmic series distribution 546 549
Rejection method for logistic distribution 471
Rejection method for matching distribution 520
Rejection method for monotone discrete distributions 115
Rejection method for multivariate distributions 557
Rejection method for nearly fiat densities 80
Rejection method for normal distribution 44 45 380 391
Rejection method for order statistics 221
Rejection method for order statistics, analysis of 222
Rejection method for Perks distribution 472
Rejection method for Poisson distribution 502 511 518
| Rejection method for random binary tree 655
Rejection method for random connected graph 669
Rejection method for random graph 672
Rejection method for Stacy's generalized gamma distribution 423
Rejection method for symmetric beta distribution 60 193 434
Rejection method for symmetric binomial distribution 539
Rejection method for t distribution 446 447 450
Rejection method for tail of the Cauchy distribution 453
Rejection method for tail of the gamma density 421 422 425
Rejection method for truncated gamma distribution 166
Rejection method for uniform distribution in unit circle 233
Rejection method for uniform distribution on hypersphere 231
Rejection method for uniform distribution on unit circle 235
Rejection method for von Mises distribution 473 476
Rejection method for Zipf distribution 550
Rejection method in avoidance problems 372
Rejection method in sequential sampling 621 631 634
Rejection method with recycling 59
Rejection method, bit-based 770
Rejection method, definition 42
Rejection method, development of 43
Rejection method, generalization of 49 60
Rejection method, optimization of 62 512
Rejection method, properties 42
Rejection method, Sibuya's modified 62
Rejection method, Vaduva's generalization of 47
Rejection method, validation 40
Reliability theory 260
Relies, D.A. 523 538
Renyi, A. 373 574 589 668
Representations of densities as integrals 171
Reservoir sampling 638 639
Reservoir sampling with geometric jumps 640
Residual density 382 385
Residual life density 330
Residual life density, inequalities for 330
Residual life density, universal rejection method for 330
Restricted density 67
Rezucha, I. 620 624
Rider, P.R. 24
Riemann integrability 362
Riemann integrable densities, grid method for 377
Riemann integrable densities, strip method for 362
Riemann zeta function 550
Ripley, B.D. 4 84 372 374 473
Rippy, D.V. 571
Rivest, R.L. 431
Roach, S.A. 733
Robbins, H. 373
Robertson, I. 203
Robinson, C.L. 648
Robson's decoding method for random permutation 648
Robson, J.M. 648
Robust scale estimate 763
Rogers, C.A. 688
Rogozin, B.A. 496
Roll, R. 458
Ronning, G. 588
Rosenblatt, M. 171 762
Rotation 563
Roy, M.K. 150
Royden, H.L. 686 687
Royden,H. 172
Rubin, P.A. 570
Rubinstein, R.Y. 3 4 232 243 567 570
Rumpf, D.L. 261
Ruskey, F. 657
Ryan, T.P. 606
Sahai, H. 4
Sahler, W. 168
Sakasegawa, H. 380
Sample independence 760
Sample indistinguishability 763
Sampling without replacement 544 611
Sampson, A. 574 575 576 589 590
Sargent, R.G. 737 743 747
Sarmanov, O.V. 574
Satterthwaite, S.P. 600 602
Savage, I.R. 322
Saxe, J.B. 215
Scale mixture 557
Scale parameter 7
Scheffe's lemma 760
Scheffe's theorem 575 590 760
Scheffe, H. 590 760
Scheuer, E.M. 566
Schmeiser, B.W. 4 84 304 305 308 309 426 432 482 483 502 507 545 562 571 587 588 591
Schonhage, A. 431
Schrage, L.E. 4 29 251 736 767
Schreck, H. 657
Schucany, W.R. 145 215
Schur convexity 774
Schuster, E.F. 392
Search tree in car parking problem 374
Secant method 33 38
Secant method, convergence of 36
Second waiting time method for binomial distribution 525
Seidel, R. 571
Seigerstetter, J. 473
Selection sort 217
Sequential sampling 619
Sequential sampling for random binary tree 656 657
Sequential sampling for random string of balanced parentheses 657
Sequential sampling, ghost point method in 626 628
Sequential sampling, ghost sample method in 621 626
Sequential sampling, inversion method in 621 624
Sequential sampling, rejection method in 621 631 634
Sequential sampling, spacings method for 621
Sequential search method 85
Sequential search method for binomial distribution 89
Sequential search method for Poisson distribution 86
Sequential search method, Kemp's improvement of 86
Sequential search method, reorganization of 88
Sequential search method, sequential search 776
Sequential test method 279
Sequential test method for geometric distribution 280
Sequential test method for logarithmic series distribution 282
Sequential test method, analysis of 279
Series method 151
Series method for characteristic functions 709
Series method for characteristic functions with compact support 713
Series method for Erdos — Kac distribution 170
Series method for exponential distribution 168
Series method for normal distribution 169 380
Series method for symmetric stable distribution 465 466 467
Series method for very smooth densities 700
Series method, based upon numerical integration 709
Seshadri, V. 518
Set-up time 8 9 10
Severo — Zelen approximation 136
Severo, N.C. 4
Shanthikumar, J.G. 279 280 281 283 284
Shape parameter 7
Shedler, G.S. 251 253 256 259 261 264
Shohat, J .A. 682 685 686
Shorrock, R.W. 120
Shuster, J. 148
Sibson, R. 372 374
Sibuya's modified rejection method 62
Sibuya, M. 62 232 380 396 553 631
Simon, H.A. 553
Simple distribution 8
Simple random variable 8
simplex 207 568 593
Simpson's rule 701
Simulation of sum 716
Singular distribution 571
Sivazlian, B.D. 596 598 599
Skewness-kurtosis plane 484 688
Sleep, M.R. 656
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