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Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions

Robert L. Smith

The University of Michigan, Ann Arbor, Michigan

Operations Research 1984

We consider the Monte Carlo problem of generating points uniformly distributed within an arbitrary bounded (measurable) region. The class of Markovian methods considered generate points asymptotically uniformly distributed within the region. Computational experience suggests the methods are potentially superior to conventional rejection techniques for large dimensional regions.

DOI
10.1287/opre.32.6.1296
Volume
32 (6)
Pages
1296-1308
Language
en
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