Table 2.

The acceptance–rejection algorithm which is used to sample random numbers which are distributed according to the probability distribution π erfc(z), where $z\in (0,\mathrm{\infty })$. In our simulations, we use constants a₁ and a₂ given by (2.10).

— Generate a random number ζ1 uniformly distributed in (0,1).

— Compute exponentially distributed random number ζ2 by ${\zeta }_2=-a_1\log ({\zeta }_1)$.

— Generate a random number ζ3 uniformly distributed in (0,1).

— If ζ1ζ3<a2 erfc(ζ2), then choose ζ2 as a sample from the probability distribution π erfc(z). Otherwise, repeat the algorithm.