Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions

1 December 1984

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research

Vol. 32 (6) , 1296-1308
https://doi.org/10.1287/opre.32.6.1296

Abstract

We consider the Monte Carlo problem of generating points uniformly distributed within an arbitrary bounded (measurable) region. The class of Markovian methods considered generate points asymptotically uniformly distributed within the region. Computational experience suggests the methods are potentially superior to conventional rejection techniques for large dimensional regions.

Keywords

MARKOVIAN
EFFICIENT
ASYMPTOTICALLY
PROCEDURES
REJECTION
SUPERIOR
ARBITRARY
MONTE CARLO

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