论文标题
Kolmogorov分布的随机数发生器
A Random Number Generator for the Kolmogorov Distribution
论文作者
论文摘要
我们讨论了从kolmogorov分布中生成随机数的验收拒绝算法。由于累积分布函数（CDF）表示为序列，为了获得密度函数，我们需要证明该系列的衍生物均匀收敛。我们还提供了类似的证据，以证明目标kolmogorov密度与实施的辅助密度之间的比率是有限的。最后，我们讨论了一种以最佳方式截断密度的串联表达式的方法。
We discuss an acceptance-rejection algorithm for the random number generation from the Kolmogorov distribution. Since the cumulative distribution function (CDF) is expressed as a series, in order to obtain the density function we need to prove that the series of the derivatives converges uniformly. We also provide a similar proof in order to show that the ratio between the target Kolmogorov density and the auxiliary density implemented is bounded. Finally we discuss a way of truncating the series expression of the density in an optimal way.
