14th Annual IEEE Symposium on Field-Programmable Custom Computing Machines (FCCM'06) Efficient Hardware Generation of Random Variates with Arbitrary Distributions Napa, California April 24-April 26 ISBN: 0-7695-2661-6
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/FCCM.2006.39
This paper presents a technique for efficiently generating random numbers from a given probability distribution. This is achieved by using a generic hardware architecture, which transforms uniform random numbers according to a distribution mapping stored in RAM, and a software approximation generator that creates distribution mappings for any given target distribution. This technique has many features not found in current non-uniform random number generators, such as the ability to adjust the target distribution while the generator is running, per-cycle switching between distributions, and the ability to generate distributions with discontinuities in the Probability Density Function.
Citation:
David B. Thomas, Wayne Luk, "Efficient Hardware Generation of Random Variates with Arbitrary Distributions," fccm, pp.57-66, 14th Annual IEEE Symposium on Field-Programmable Custom Computing Machines (FCCM'06), 2006 Usage of this product signifies your acceptance of the Terms of Use. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||