ARVAG - Automatic nonuniform Random VAriate Generation
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  ARVAG   AUTOMATIC NONUNIFORM RANDOM VARIATE GENERATION   WU Logo  


Auch der Zufall ist nicht unergründlich - er hat seine Regelmäßigkeit.
Novalis (Friedrich Freiherr von Hardenberg, 1772 - 1801)

ARVAG (AUTOMATIC NONUNIFORM RANDOM VARIATE GENERATION) is a mathematical research project at the Institute for Statistics of the Vienna University of Economics and Business Administration.

Purpose of this project is the development of theory and algorithms for universal methods of nonuniform random variate generation. Such algorithms have two advantages compared to generators that are designed and taylored for some particular distribution:

This website provides references where to find the theory of such algorithms (see our monograph). An important part of the project is the development of portable software which is easy to use.

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Software
Automatic Code Generator (ANURAN)
 

This project is supported by the Fonds zur Förderung der wissenschaftlichen Forschung / Austrian Science Fund (FWF) (projects 12805-N12 and 16767-N12) and by the Austrian Academy of Science, APART-scholarship.

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[ARVAG]     Wolfgang Hörmann and Josef Leydold   (October 21st, 2003) Research supported by FWF