In article <[EMAIL PROTECTED]>,
Radford Neal <[EMAIL PROTECTED]> wrote:
>>Box-Muller does not work for real time requirements.
>This isn't true, of course. A "real time" application is one where
>one must guarantee that an operation takes no more than some specified
>maximum time. The Box-Muller method for generating normal random
>variates does not involve any operations that could take arbitrary
>amounts of time, and so is suitable for real-time applications.
>This assumes that the time needed for Box-Muller is small enough,
>which will surely often be true. If the time allowed is very small,
>then of course one might need to use some other method.
>Rejection sampling methods would not be suitable for real-time
>applications, since there is no bound on how many points may be
>rejected before one is accepted, and hence no bound on the time
>required to generate a random normal variate.
> Radford Neal
Acceptance-rejection, or the usually faster acceptance-replacement,
methods are, strictly speaking, not real time. However, they
may be much faster 99.9999999999% of the time.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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