Generating uniform random points inside a cone

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2000Publisher:Walter de Gruyter GmbHJournal:Monte Carlo Methods and Applications, volume 6, pages 115-130 (issn: 0929-9629, eissn: 1569-3961,

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Authors: Stefan V. Stefanescu;

doi: 10.1515/mcma.2000.6.2.115

Generating uniform random points inside a cone

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Abstract

Summary: An algorithm for generating random points uniformly distributed in an arbitrary cone from \(\mathbb{R}^n\) is suggested. As a particular case, a recurrent algorithm to generate uniform random points inside a general \(n\)-simplex is proposed. The quality of the resulted random points is tested.

Keywords

Monte Carlo method, uniform random points, Monte Carlo methods, random number generation, Random number generation in numerical analysis, cone, simplex, optimization, stochastic simulation

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