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User:Cjrieds/Alias method

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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

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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

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DESCRIPTION OF THE TWO STEPS

TABLE CREATION

ALGORITHM

Comparison to other algorithms

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WOOHOO, CONSTANT TIME VERSUS WORSE STUFF!

References

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