Title: A parallel Poisson generator using parallel prefix
Authors: Lu, TC
Hou, YS
Chen, RJ
Department of Computer Science
Keywords: random number generator;Poisson distribution;parallel prefix computation
Issue Date: 1-Feb-1996
Abstract: In this paper, we use the renewal theory to develop a Poisson random number algorithm without restart. A parallel Poisson random number generator is designed based on this algorithm and prefix computation. This generator iteratively produces m Poisson random numbers with mean mu in average time complexity O([m mu/n]f(n, p)) on EREW PRAM, where f(n,p) is the time for computing an n-element parallel prefix on p processors in each iteration, assuming that parallel uniform random numbers can be generated at the rate of one number per unit time per processor. If n is selected near m mu, it achieves linear speedup when p is small and the average time complexity is O(log(m mu)) when p is O(m mu).
URI: http://dx.doi.org/10.1016/0898-1221(95)00204-9
ISSN: 0898-1221
DOI: 10.1016/0898-1221(95)00204-9
Volume: 31
Issue: 3
Begin Page: 33
End Page: 42
Appears in Collections:Articles

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  1. A1996TR23900004.pdf