Abstract
Random numbers sampled from non-uniform probability density functions are an important ingredient of stochastic methods. Here we discuss the direct sampling method, the inverse transformation method, the rejection method, and the method of probability mixing. All these methods are based on random numbers generated by pseudo random number generators which obey a uniform distribution. The quality of the generated random numbers is tested by means of the histogram method.
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© 2014 Springer International Publishing Switzerland
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Stickler, B.A., Schachinger, E. (2014). Random Sampling Methods. In: Basic Concepts in Computational Physics. Springer, Cham. https://doi.org/10.1007/978-3-319-02435-6_13
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DOI: https://doi.org/10.1007/978-3-319-02435-6_13
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-02434-9
Online ISBN: 978-3-319-02435-6
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