Generating Multi-dimensional Discrete Distribution Random Number

Abstract

Multi-dimensional discrete random number plays an important role in computer simulations. However, the existing high-level computer languages usually only give one-dimensional discrete random number, and can not appease the needs of computer simulation and experiment. Most existing studies focus on continuous distribution and one-dimensional discrete distribution. In this paper, theory and method on how to obtain random numbers subjected to an arbitrary multi-dimensional discrete probability distribution applying random numbers with uniform distribution are given.