The alias method of Walker is a clever, new, fast method for generating random variables from an arbitrary, specified discrete distribution. A simple probabilistic proof is given, in terms of mixtures ...

A new Berry-Esseen bound for nonlinear functionals of nonsymmetric and nonhomogeneous infinite Rademacher sequences is established. It is based on a discrete version of the Malliavin-Stein method and ...

A random variable that can take only a certain specified set of individual possible values-for example, the positive integers 1, 2, 3, . . . For example, stock prices are discrete random variables ...