Author:
Diaconis Persi,Shahshahani Mehrdad
Abstract
We suggest a simple algorithm for Monte Carlo generation of uniformly distributed variables on a compact group. Example include random permutations, Rubik's cube positions, orthogonal, unitary, and symplectic matrices, and elements of GLn over a finite field. the algorithm reduces to the “standard” fast algorithm when there is one, but many new example are included.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
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