Herman Rubin <[EMAIL PROTECTED]> wrote in message
a4u99j$[EMAIL PROTECTED]">news:a4u99j$[EMAIL PROTECTED]...
> 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.
In that circumstance, could one not generate more values than required each
call (say an extra one, assuming there's time), and store the extras up for the
rare case where it's looking like it will take too long? You could take enough
that the probability you exhaust them is smaller than say the probability a
cosmic ray will flip a crucial bit in your hardware. You'd need a few generated
at the start, of course.
Glen
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