Various Techniques Used in Connection With Random Digits
Summary of John von Neumann's 1951 paper (transcribed by G. E. Forsythe) that lays the conceptual groundwork for modern pseudo-random number …
Inverse-Transform-Sampling
2 posts tagged with inverse-transform-sampling.
Von Neumann's Trick: Generating Randomness Without a Logarithm
A Python tutorial replicating John von Neumann's clever comparison-based algorithm for exponential sampling and comparing its performance to the …