Pattern Block Method for Generating Random Numbers: Reformulation and Generalization of the Ziggurat Method Using Conditional Random Variables

Abstract

Abstract. This study proposes the pattern block method for generating random numbers. The pattern block method is a generalization of the rejection sampling method and the Ziggurat method. The pattern block method enables the generation of random numbers from multimodal density functions and multidimensional distributions. We demonstrate the effectiveness of the pattern block method through several examples.