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2006
IEEE

Efficient Hardware Generation of Random Variates with Arbitrary Distributions

9 years 5 months ago
Efficient Hardware Generation of Random Variates with Arbitrary Distributions
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.
David B. Thomas, Wayne Luk
Added 22 Aug 2010
Updated 22 Aug 2010
Type Conference
Year 2006
Where FCCM
Authors David B. Thomas, Wayne Luk
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