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M.D. Vose, "A Linear Algorithm for Generating Random Numbers with a Given Distribution," IEEE Transactions on Software Engineering, vol. 17, no. 9, pp. 972975, September, 1991.  
BibTex  x  
@article{ 10.1109/32.92917, author = {M.D. Vose}, title = {A Linear Algorithm for Generating Random Numbers with a Given Distribution}, journal ={IEEE Transactions on Software Engineering}, volume = {17}, number = {9}, issn = {00985589}, year = {1991}, pages = {972975}, doi = {http://doi.ieeecomputersociety.org/10.1109/32.92917}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, }  
RefWorks Procite/RefMan/Endnote  x  
TY  JOUR JO  IEEE Transactions on Software Engineering TI  A Linear Algorithm for Generating Random Numbers with a Given Distribution IS  9 SN  00985589 SP972 EP975 EPD  972975 A1  M.D. Vose, PY  1991 KW  linear algorithm; random numbers; random variable; finite set; arbitrary probability distribution; simple genetic algorithm; genetic algorithms; probability; random number generation VL  17 JA  IEEE Transactions on Software Engineering ER   
Let xi be a random variable over a finite set with an arbitrary probability distribution. Improvements to a fast method of generating sample values for xi in constant time are suggested. The proposed modification reduces the time required for initialization to O(n). For a simple genetic algorithm, this improvement changes an O(g n 1n n) algorithm into an O(g n) algorithm (where g is the number of generations, and n is the population size).
[1] D. E. Goldberg,Genetic Algorithms in Search, Optimization, and Machine Learning. Reading, MA: AddisonWesley, 1989.
[2] D. E. Knuth,The Art of Computer Programming, 2nd ed. Reading, MA: AddisonWesley, 1981, pp. 115116.
[3] J. K. Moss, R. J. Simpson, and W. Tempest, "A pseudorandom pulse train generator with controllable rate for modeling of audiometric systems,"Radio and Electron. Eng., vol. 42, pp. 419424, 1970.
[4] A. J. Walker, "An efficient method for generating discrete random variables with general distributions,"ACM Trans. Math Software, vol. 3, no. 3, pp. 253256, 1977.