int Alias::walk (const double rand, const int j, const int n, const int d, const int i)

Walker's algorithm for discrete distributions.

Parameters:

rand

a double value according to uniform law on [0;1].

j

an integer corresponding to a random choice of column index.

n

an integer corresponding to the space state dimension.

d

an integer corresponding to the matrix width.

i

an integer between 0 and N-1 ( where N:= matrix dimension) being the current cursor.