Function cmb_random_std_exponential

Defined in File cmb_random.h

Function Documentation

static inline double cmb_random_std_exponential(void)

Exponential distribution on [0, oo) with rate 1.

Used for modeling time intervals between successive events, such as customer inter-arrival times, service times, times to fail or repair, state transition times in Markov chains.

Uses an implementation of McFarland’s improved ziggurat method.