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    Dynamic Generation of Discrete Random Variates

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    MVN03.dynamic_rv_gen.pdf (323.5Kb)
    Issue Date
    2003
    Author
    Matias, Yossi
    Vitter, Jeffrey Scott
    Ni, Wen-Chun
    Publisher
    Springer Verlag
    Type
    Article
    Article Version
    Scholarly/refereed, author accepted manuscript
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    Abstract
    We present and analyze efficient new algorithms for generating a random variate distributed according to a dynamically changing set of N weights. The base version of each algorithm generates the discrete random variate in O(log N) expected time and updates a weight in O(2log N) expected time in the worst case. We then show how to reduce the update time to O(log N) amortized expected time. We nally show how to apply our techniques to a lookup-table technique in order to obtain expected constant time in the worst case for generation and update. We give parallel algorithms for parallel generation and update having optimal processor-time product. Besides the usual application in computer simulation, our method can be used to perform constant-time prediction in prefetching applications. We also apply our techniques to obtain an eÆcient dynamic algorithm for maintaining an approximate heap of N elements, in which each query is required to return an element whose value is within an multiplicative factor of the maximal element value. For = 1=polylog(N), each query, insertion, or deletion takes O(log log logN) time.
    Description
    The original publication is available at www.springerlink.com
    URI
    http://hdl.handle.net/1808/7224
    DOI
    https://doi.org/10.1007/s00224-003-1078-6
    Collections
    • Provost Office Published Articles [95]
    • Electrical Engineering and Computer Science Scholarly Works [301]
    • Distinguished Professors Scholarly Works [918]
    Citation
    Y. Matias, J. S. Vitter and W.-C. Ni. “Dynamic Generation of Discrete Random Variates,” Theory of Computing Systems, 36(4), 2003, 329–358. An extended abstract appears in Proceedings of the 4th Annual SIAM/ACM Symposium on Discrete Algorithms (SODA ’93), Austin, TX, January 1993, 361–370. http://dx.doi.org/10.1007/s00224-003-1078-6

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    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
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    Contact KU ScholarWorks
    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    Image Credits
     

     

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