The alias method is an algorithm for returning a discrete, finite, random value in constant time. As such, it is a means of Pseudo-random number sampling. Given a discrete probability distribution, the method takes SOME AMOUNT OF TIME to create an object that can then be used for constant-time variable creation.

History

edit

The alias method was described in a paper by Walker , however with a N^2 time table creation, I THINK. A further refinement by SOMEONE ELSE brought the table creation to a SOMETHING ELSE bound, in THIS PAPER.

Algorithm

edit

DESCRIPTION OF THE TWO STEPS

TABLE CREATION

ALGORITHM

Comparison to other algorithms

edit

WOOHOO, CONSTANT TIME VERSUS WORSE STUFF!

References

edit
edit

Category:Pseudorandom number generators Category:Non-uniform random numbers