Random Sampling using k-vector

Comput Sci Eng. 2019 Jan-Feb;21(1):94-107. doi: 10.1109/MCSE.2018.2882727. Epub 2019 Mar 6.

Abstract

This work introduces two new techniques for random number generation with any prescribed nonlinear distribution based on the k-vector methodology. The first approach is based on inverse transform sampling using the optimal k-vector to generate the samples by inverting the cumulative distribution. The second approach generates samples by performing random searches in a pre-generated large database previously built by massive inversion of the prescribed nonlinear distribution using the k-vector. Both methods are shown suitable for massive generation of random samples. Examples are provided to clarify these methodologies.